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Affection levels only change small amounts of dialogue as well as who throws Tidus the blitzball during his last overdrive. They can be changed by answering a few questions Lulu or Rikku pose to you in specific areas (such as Guadosalam after Seymour proposes to Yuna), who Tidus talks to first during free-roaming areas, and how often he heals and takes care of the girls during battle.