There are only three Shin Megami Tensei games that allow the player to begin and end the game as a girl. They are Persona 2: Eternal Punishment, Shin Megami Tensei If..., and the recent PSP remake of Persona 3. Note that only in the first example is being female mandatory.
There is actually a fourth game where this is possible, the entirely unknown Shin Megami Tensei NINE, also having a pseudo-MMORPG style that would be fully realized in Shin Megami Tensei: IMAGINE five years later.
Curious about why Cereberus's design has only one head? This design choice is a tradition that remained from the original novel's depiction.
One of the items obtainable from vending machines is called "Cielo Mist", a drink made in Jamaica. This is a reference to the character Cielo from Digital Devil Saga, who spoke with a Jamaican accent.
Also, the Kirijo company was part of the Nanjo group from the first Persona game, as stated by Mitsuru's father.
If one is able to avoid killing Namatame, they are able to access a dungeon that must be cleared by December 24th, 2011. This is almost one year to the before the Mayan calendar ends.