[quote=Goat God]
am I allowed to be a shadow? I feel like being something related to the mad hatter.
[/quote]

Yes you can be a Shadow, But you can't be any of the ones already on the list, and I don't think Omni (My Partner, Petulant) will allow you to be closely related to the Mad Hatter.

Besides, according to Omni, the Mad Hatter won't exactly be a central character, for most of the time after his introduction and first fight, he'll spend time being injured for most of the story.

But yes, you CAN make a Shadow, and one with a Persona at that. (It's just as mandatory for these shadows as it is for the humans.)