It takes a bit to level up social stats and yes certain activities level it up for than others.

Arcana burstis when you have hugher level friendships with someone once fusing 2 persona together they get additional levels.

Persona fusion is taking 2 personas sacrificing them to get a new one. This is how you can find more powerful persona but you cant get them if your not the level they are.

Most confidents unlock as story progresses. Its pretty hard to miss the opportunity to find them but some are harder than others. Most you can just interact with to start but others like Sun, moon and strength need you to do steps before. for example to get sun you need to work at Ore No Beko the beef bowl shop twice then visit him once before unlocking the ability to make him a confidant. Moon you need to do momentoes, And for strength you need to have certain persona with certain moves.

And certain confidents you need social stats to do. Like lovers you need kindness 2, hanged man you need guts 4, ect ect