Persona 4 structures its mystery around a serial murder case in the town of Inaba, with the protagonist and friends uncovering the killer through dungeon crawling and social links. The game presents a false ending — a confrontation with a plausible suspect — that resolves everything neatly and incorrectly. Accepting the false ending triggers credits.
The true ending requires rejecting the false resolution, interrogating the evidence beyond what the game indicates is necessary, and identifying the true killer through a series of non-obvious dialogue choices that the game does not flag as significant. Getting this wrong sends you to the bad ending. There is no guidance.
The true killer — Tohru Adachi, the cheerful detective who has been helping the investigation — has been present in every major scene of the game. His personality, on replay, is a study in what the game is saying about repression: he presents as harmless, slightly incompetent, eager to help. His Shadow dungeon, when finally accessed, is the most tonally disturbing environment in the game.
Atlus embedded a character who is narratively present throughout, never suspicious, and who can only be identified as the true culprit by players who treat the game as a genuine mystery rather than a guided narrative. The social link system — which encourages building friendship with every character — means most players spent hours befriending the person they needed to suspect.

Currently on my first run and now I have to go back and look for this. Worth the detour.
Found this by accident on my third run. Came here to understand what I was actually looking at. Great write-up.