I just want to add something a little more helpful about the nightbeast.
I had serious trouble with the nightbeast. I knew it was Anna but couldn't figure out how to change her or get the 'decide who you think the Nightbeast really is' goal box checked off. I then figured out how thanks to someone's hint I luckly found. I want to mention it here for anyone having trouble. (note this is my more detailed version - I did not copy and paste it here)
First go up to Anna while she is at the Saloon. Talk to her and intimidate her. Do this until you make her cry. Don't use the the tasor or the noogie option(if you have it) when doing this!!!!!
Once you make her cry, press the triangle button on your PSP until you cancel the whole talk action.
As she is walking away, the tasor button should appear in the lower left hand corner of the screen.
Push the circle button of your PSP immediately once you see it. (Sometimes if the action doesn't go through try pushing the circle button a few times, just to be safe)
Shortly afterwards, as she comes up to you, she will transforms into the Nightbeast and then talks to you something like "Oh no, don't expose me around everyone." Something like that... I can't remember what she said verbatim (word for word).
I hope this tremendously helps.
Added by: nightfox38 Dec 3rd 2006, ID#978