Frankly, we're four episodes into this thing, and I'm still trying to figure out just what on earth is going on. I knew there were some serious brain issues going on with Jun when we saw him chatting up his dead sister's dress; but it appears that it's a tad more than just that. As for the actual plot, and the Personas, I have to wonder if there's something about the city that the series is set in which activates them. Of course because Ryō is not talking to Shin (or the audience) I'm kind of left with this frustrated feeling as I'm trying to hang the tiny morsels of plot and character development that we've been given on some type of conceptual framework. And failing rather miserably at it.
At this point, we've still got more questions than answers, and sadly this one has just created more of them. Yet, I think that this is the intention of the producers, as we're obviously supposed to relate to Shin and the frustration and confusion that he's displaying.
The episode starts up the morning after episode 3, with Shin still wondering just what he should do about the list that he found. Jun is outside shoveling snow and eventually wanders into their parents' old workroom, which features some of their books, as well as the siblings schoolwork and art projects. Invoke brother-bonding moment here. Then we get the 2 detectives talking about the LIST. Then more brother-bonding time between the two younger siblings, at least until older brother Ryō shows up. Cue older sibling angsting, with Ryō telling Shin that he wants Shin and Jun out of the house; that's all happening while Jun's doing the cooking. After the meal that Jun made gets knocked to the floor, Ryō takes off. Then's it's time for Shin to steal the list from his brother's computer, but before he calls the detective, his stomach grumbles and he goes eat some of the food that Jun made. Which means it's time for Shin to be all weepy about how the food tastes just like mom used to make. When he goes to apologize to Jun, he finds that the kid is missing. A few scenes of Shin running about, and he calls his brother (you know, the chief of police to get him in on the action). Well, while Shin has been losing little brother, Ryō has been chatting up Eiko, the old family friend, who chews Ryō out for being mean to the little ones. After Ryō gets the call, he rushes off in his car. Shin finally stops to rest, and he finds a "whale feather" and looks over to see a girl with these things swirling about her, standing in the street. Like any sensible person, he proceeds to walk out into the middle of said street where his older brother comes within inches of running him down. The two talk, and they make that wide-eyed, deer-caught-in-the-headlights, realization face at one another. So we switch over to Jun who's having a flashback as he walks along the beach. The two older siblings come running up to him, and stop suddenly when Jun's dead twin sister is standing there staring at them. Her Persona appears for a few moments, and then she collapses and it's Jun who falls to the ground. Ryō drops them off at the house, and then we get Shin proving that brother loyalty is stronger than a plot that lets the watchers know what's happening.