Persona 3 - Nyx Final Boss Walkthrough
The final boss you will be facing off against in Persona 3 is called Nyx Avatar. Whom actually isn't as strong as he is suggested to be by Ryoji earlier for the months leading up to this fight. Essentially how this fight works is you'll have to defeat about 12 different Arcanas belonging to Nyx Avatar until you get to the final 'phase' where you're fighting him.
Each Arcana you have to beat has different strengths and weaknesses; similar to the different Arcanas throughout the game. It's highly suggested you bring at least two powerful Personas into this fight that share different strengths and weaknesses. Having at least a small amount of versatility will go a long way in helping you win this fight with ease.
The Arcanas Nyx switches to are ones you'll be familiar with from playing the game. You should have a pretty easy time of guessing their strengths and weaknesses from having gotten this far in the game. Or if you're feeling lazy and unstrategic, if you've managed to max out a unique Persona and acquired an ultimate ability for yourself that will generally make short work of Nyx.
Once you have defeated all of the different Arcanas of Nyx you'll have to beat his true form. During this form Nyx has a new attack called Moonless Gown (seen in the picture below). While he charges this up you'll want to tell your whole team to "wait" and also cease all attacks yourself.
Any attacks to Nyx at this point will be reflected upon you for massive damage. This part is a bit of a pain in the arse since you can only selectively attack but luckily the fight will be done and over with shortly after this begins. If you are having any trouble don't forget to use your items. Attack Mirrors, Magic Mirrors, Soma - use it all! Nothing will continue over with you into New Game + except your gear.
After you take down this form of Nyx you'll have a few cutscenes and dialogue to get through before you get put in a 1 on 1 with the true Nyx. Remember, the thing we just fought was the Avatar of Nyx! I won't say much more because it'll spoil things, but this isn't a fight you need a strategy for. Just kick back and enjoy!