[@GreenGoat] and [@Cerberus0807] your initial Persona has to be based on a character that is not a mythological deity (no Gods). The Persona should be based on a character from fairy tales, legends, stories, romanticized historical figures. It's one of the things I mentioned in the "Rule" section. Btw, Odin and Samael are not suitable initial Persona in any case (they're top tier) but you'll probably unlock them later down the road. Right now you need to find another Persona.