Whenever a damage is shown the numbers will become unclear (graphical glitches) How do I solve this? Thanks for any help.
This is a GSDx bug, the newer versions of the plugin have this, I suggest going back to an earlier version. I know for a fact version 1398 plays it fine. You can grab the older revisions from the GSDx thread in the plugins part of the forum.
r1406 should be the last working GSdx version, there's another bugs in Persona 4 that started after 1406 also.
use gsdx rev 1406 like shadows lady suggested...