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During the Sky Trip in January when Yosuke is telling everyone a horror story about a girl who though another girl's ghost was coming after her, Naoto comments that she had heard about this as a case once before.

Do we know anything about this case is real or not? and how much it relates to Yosuke's Story?

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I believe Naoto is remembering something that occurred 2 years prior at Tatsumi Port Island in Persona 3 which Yosuke's story may actually be referring to.

Yosuke's Story in Persona 4:

A girl and her friends bullies another girl who later died. the girl's friends one by one all were found unconscious at their school and a rumor start to spread that it was the bullied girl's ghost getting revenge until only one of the bullies were left who attitude changed out of fear of being the next victim.

one night the girl's brother hears his sister scream out that she can hear the bullied girl's voice and that she is coming to get her yet the bother hears nothing.

Persona 3

Fuuka Yamagishi was bullied by Natsuki Moriyama and her friends. one day as a prank Natsuki and her friends locked Fuuka in the Gekkoukan School Gym at night but the next morning when they went to retrieve her Fuuka was gone.

The Rumor:

It was thought that Fuuka had escaped during the night and committed suicide. in the days that followed, one by one Natsuki's friends were found on school grounds when it opened unconscious and was taken to hospital. the rumor about Fuuka's death spread and it was thought her ghost was getting back at Natsuki and her friends for the bullying.

The Truth:

Before Fuuka was locked in the Gym she was at the same hospital that Akihiko Sanada was recovering in after injuries sustained from his fight with the Magician Full Moon Shadow. it was here that Mitsuru Kirijo determined that Fuuka the potential and did try to recruit her into SEES.

when Fuuka was locked in the Gekkoukan School Gym, as the school is replaced by Tartarus during the Dark Hour and Fuuka did not transmogrify (because she had the potential) she was actually transported to a random floor in Tartarus at the start of the Dark Hour, and was trapped in there after it's conclusion. because of how time works in the Dark Hour the days Fuuka was missing were only hours for her in Tartarus.

Natsuki's friends were called to Tartarus by "The Voice" and were attacked by Shadows which is why they were found unconscious at the school. it's unknown what "The Voice" really is but the coincidence of them being called and attacked after Fuuka's disappearances into Tartarus might have been just that, a coincidence, or since Shadows are born from humans and their emotions (and in lot of cases, are just untamed Persona) it's possible that Natsuki and her friends's emotional states at this time gave birth to their Shadows who called and attacked them in Tartarus.

SEES worked out the connection between the victims and kept an eye on Natsuki in order to protect her. during the Dark Hour of June 8th (the 3rd Full Moon Operation) Natsuki was called to Tartarus by The Voice (and thus didn't transmogrify) while SEES was searching for Fuuka. when the the Empress and Emperor Full Moon Shadows appear at the entrance to Tartarus Natsuki is in the cross fire and Fuuka, having been found, was able to awaken her Persona in her need to protect everyone, especially Natsuki. after the battle Natsuki apologized to Fuuka about the bullying and the 2 become close friends despite Natsuki not remembering Tartarus or that Fuuka protected her.

as the events of Persona 3 occurred 2 years before Persona 4 so it's very possible that Naoto heard about the case in her studies since Police were involved initially when Fuuka was reported missing.

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  • This is a very good answer, I wish I could vote more than once
    – Mansuro
    Jan 5 '17 at 6:53

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