For the first two hours of Persona 4 you're watching a game, not playing one. Your inputs shunt the dialogue along with no other output in the traditional gaming sense.
Rather, this extended introduction acts as a primer, settling you into the rustic town of Inaba just as your character, who arrives there from Tokyo at the game's start, acclimatises alongside you. Together you make close and likeable friends at the local high school. You watch as your uncle and host gets worn down by his job, working a spate of murders as a detective. You visit the new neighbourhood superstore (owned by one of your friends' parents) and hear the familiar real-world tale of how its arrival has harmed smaller local businesses (owned by another).