Persona 3 FES Request 71
For the Fusion Requests in Persona 3 FES what you need to do is bring two different Personas into the battle with you and one of the two must be equipt. It doesn't matter which of the two Personas are equipt. You'll be notified upon entering the battle with the two correct Personas that you can now use the Fusion Skill.
This Request in particular requires you to enter battle with Valkyrie and Odin. You don't even have to use Valhalla in order to get credit for this request, just enter battle with one of the two Personas equipt and get the announcement that you can use the skill.
For this Request, the fusion of Odin will require you to max out the Emperor Social Link.
An interesting note about this series of Requests in Persona 3 FES is that the game carries over you performing the Fusion Skill after you choose New Game +. Immediately upon unlocking the Request Compendium from Elizabeth you'll be granted rewards for every fusion ability you used prior.