In Persona 5, each friend you can make is attached to a different arcana, or category, of Persona. Maxing out those friendships will allow you to make more powerful Personas in their respective arcanas. These arcanas include Strength, Sun and Justice, among many others.
Some of these friendships will simply level up over the course of the game regardless of your choices, but others require much more direct involvement. Tower confidant Shinya Oda is in the latter category.
Persona 5 Tower confidant guide: How to max out your relationship with Shinya Oda
Twinfinite has a detailed guide of every dialogue choice you should make to max out your relationship with Shinya. On 9/4, Mishima will give you a Mementos request called "Winners Don't Use Cheats." Pursue this and get to the Mementos boss, whom you'll find you can't damage at all. He is, after all, using cheat codes.
You'll be told to find Shinya Oda, a gaming prodigy who haunts an arcade in the city. You'll go to the arcade and start the social link with Shinya, who gives you the Down Shot ability in combat. Down Shot is a guaranteed critical-hit gunshot you can use once per battle, which is useful for capturing Personas.
Use it to finish the request and, from now on, Shinya will be hanging out in the arcade during the day. You can now become the ultimate gamer with Shinya, who will teach you useful new gun techniques as you rank up. You can also raise your kindness stat by hanging out with him.
More Persona 5 news, updates, tips and tricks
For more on the latest entry in the Persona series, check out the rest of what Mic has to offer. Here's a guide to building relationships with the game's Confidant system, and a guide to when and how you can name your main character.