One interesting headcanon could be about the backstories of the Servants. For example, there might be a headcanon that a certain Servant had a secret friendship in their past life that influenced their character in the game. Another could be related to the magic system in the Fate Grand Order universe, like a unique way of casting spells that isn't shown in the main story.
One idea could be that Neville Longbottom is secretly a powerful wizard all along but has been suppressing his power due to self - doubt. Another could be that the Hogwarts portraits have their own little society and gossip network within the castle walls. And a third one might be that Hagrid has a secret family of magical creatures in the Forbidden Forest that he takes care of.
It can add more depth to minor characters. For example, by creating headcanons about characters like Lavender Brown, we get to see a side of the Hogwarts student body that wasn't fully explored in the original. It gives them more personality and backstory.
In 'Persona 4 Visual Novel', the gay persona might represent the diversity of the game's character creation and the exploration of different sexual orientations within the game's fictional world. It could add more depth to the relationships and storylines.
Perhaps the fanfiction focuses on the cultural clash between the two groups. The Persona 4 characters are from a small town, while the Persona 5 crew is from the big city. Their different ways of handling things and their unique Personas could lead to some interesting interactions. For example, Yu and Joker might have different leadership styles that they have to reconcile in order to succeed against the shadows.
Maybe the Velvet Room attendants from both games somehow get their worlds mixed up. Igor from Persona 5 and Margaret from Persona 4 have to work together to set things right. This leads to the characters from both games interacting. The Phantom Thieves might learn some new combat techniques from the Investigation Team and vice versa. They could then use these new skills to face a common threat that emerges from the merging of their two realities.
Maybe there's a strange distortion that merges parts of Inaba and Tokyo. The characters from both Persona 4 and Persona 5 find themselves in this strange new place. They start to notice that the Shadows in this merged world are more powerful and have new abilities. The Investigation Team and the Phantom Thieves must figure out how to adapt their Personas and strategies to fight these new threats while also dealing with the cultural differences between their two groups.
The Fate Grand Order Headcanons Novel can expand the game's lore in multiple ways. It can provide more details about the Servants' Noble Phantasms, their origin, and how they function. It might also offer insights into the world outside of the main story's events, such as the daily lives of ordinary people in the Fate Grand Order universe. Moreover, it could introduce new concepts related to the magic and technology in the game, which helps to create a more complex and immersive world for the players.