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The Nyx Avatar is an antagonist in Shin Megami Tensei: Persona 3, acting as the game's final boss. It is the physical incarnation of Nyx, the Night Mother, and arrives on Earth to usher in Death and worldwide extinction. It is formed partially from the body of Ryoji Mochizuki, who incubated the Avatar until Judgment Day.
After the defeat of the twelve Full Moon Shadows, Ryoji Mochizuki is sent from Erebus to act as the Appriser of the Fall. After Ryoji accepts that humanity's wish is for Nyx to eradicate them, he gives the members of SEES the choice to either kill him and remain ignorant of their impending demise, or spare him and face imminent death. Should the team spare Ryoji's life, he leaves them, and in doing so fuses with Nyx to become the Nyx Avatar.
Nyx Avatar is the final boss of Persona 3, as it is the final enemy actually fought by SEES, instead of being a scripted battle. Before becoming the Avatar it was known as Death, the harbinger of the fall and incarnation of the Arcana that was never meant to be: Death, Because it went through many incarnations and separations, Nyx can be recognized as any one of the following entities: Death, Ryoji Mochizuki, and Pharos.
In battle, it harnesses a total of 14 Arcanas - from the Fool to its true Arcana, Death. It changes its Arcana using its unique skill Arcana Shift, and each time its elemental affinities and used attacks change. At his final phase, he uses two unique skills - Moonless Gown and Night Queen. The former temporarily renders all attacks to be reflected against the attacker, including Almighty attacks such as Megidolaon. The latter deals heavy damage to all opponents, while inflicting a myriad of random status effects. In the 'good' ending, by declining Ryoji's offers of killing him would result him in telling the members of S.E.E.S regarding the information of Nyx. After telling them, Ryoji left, not before telling them "looking forward for the next year", presumably himself hoping that they could stop Nyx as well.
In January 31, Ryoji appears in the final level of Tartarus, where he now serves as an avatar of Nyx, bearing the potential and skills that the twelve previous shadows possessed. Throughout the battle he shifts from one arcana to the other, while explaining their motifs and purpose, and upon shifting to his final and true arcana, Death, his monotonous voice finally seams through a melancholic tone. While arming an attack, he tells the protagonist not to regret, as this is the protagonist's "own decision".
After the protagonist manages to fend off the Avatar of Nyx, Ryoji laments that should more people have been like S.E.E.S, then perhaps the Fall could have been avoided, and shrugs off the S.E.E.S' assault, and continues his summoning of Nyx. As S.E.E.S fall into despair, the protagonist rises upon the moon to face Nyx. Through the cheering of others, he manages to perform the Great Seal, and thus sealing Nyx. Ryoji's voice would later reappear, telling that the protagonist had already found his answer to life, and fades away.
It's stated in "The Answer" by Metis that Nyx is neither hostile nor malevolent that it is answering the small voices of malice in all humanity that wish for The Fall.