Special Fusions are a mechanic in Persona 3 Reload that require more than two Personas. As you climb Tartarus, you'll unlock key items that allow you to fuse certain Personas. Dakini (Hermit) isn't a Persona that requires Special Fusion, but you'll need her if you want to unlock Parvati (Priestess). There are several ways to add Dakini to the compendium in Persona 3 Reload. If you want to use Dakini in battle, then you should obtain her through fusion.