Mitsuo Kubo first appears early on in Persona 4 as a student from another high school that attempts to ask Yukiko Amagi out on a date. However, his lack of social graces and generally off-putting demeanor cause Yukiko to reject him. His hopes dashed, he leaves without ever giving his name.
Connection to the Murder Investigation
Mitsuo is a former Yasogami High School student who had been in Kinshiro Morooka's homeroom class the previous year. Morooka used Mitsuo as an emotional punching bag, constantly putting him down and exacerbating his already fragile self-esteem. There came a point where Morooka had Mitsuo expelled, but the details as to specifically why Morooka expelled him remain unexplained.
Deeply hurt, Mitsuo sees Morooka as his enemy, and inspired by the Inaba serial killings, he decides to play copycat. On the foggy night that Rise Kujikawa would have died had the investigation team not rescued her, he murders Morooka by clubbing him over the head and leaves him dangling upside-down from a window. Seeking attention for his "heroic" act, he then went to the police to admit to the crime and to take credit for the other serial murders, as well. The police don't believe him at first, but Adachi, sensing a way to continue his little "game," leads Mitsuo into an interrogation room before shutting off the lights and shoving him into the TV.
Mitsuo's Dungeon and Shadow
In the TV World, Mitsuo's heart crafts Void Quest, a dungeon themed after old 8-bit era RPGs, referencing the idea that he is a hero in his own mind. His Shadow, by contrast, is an empty shell, reflecting the fact that deep down inside, Mitsuo has no self-esteem, and hates himself with a passion. When Mitsuo rejects it and it goes berserk, it takes on a two-fold appearance. "Shadow Mitsuo," a fetus encased in the shell of "Mitsuo the Hero," a giant RPG character made of blocky pixels, similar to the art style seen in 3D Dot Game Heroes.
Even after the Shadow's defeat, Mitsuo continues to reject it. Yet rather than grow in strength again, the Shadow, still nothing more than an empty shell, vanishes. After being pulled out of the TV World, Mitsuo is turned over to the police. Upon his arrest, he's charged with the murders of Mayumi Yamano and Saki Konishi as well as Morooka's, leading the police to consider the matter closed.