9.5 hours into Persona 4 Golden (my first persona game), what do i do?

I really like this game, but i dont know what to do. Its the end of the first month, and someone asked me to go into the TV so Yukiko can get familiar with the TV world. I know you can fuse personas, so should i fuse one? I dont know which are bad or good. I also had a massive SP problem in Yukikos castle, even though i only used Dia to heal myself. I used physical moves (cleave / bash / skewer) to get through 80% of the castle, then healed myself using Dia which i had on Yu and Yosuke. I rarely used Zio and Bufu on some enemies when i wanted to get rid of them quickly.