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As opposed to being worn as a pendant or something?

Juna AriyoshiArjunaSusano-Oh

Gao
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Magatama (勾玉?), less frequently (曲玉), are curved, comma-shaped beads that appeared in prehistoric Japan from the Final Jōmon period through the Kofun period, approximately ca. 1,000 BC to the 6th century AD.The beads, also described as jewels, were made of primitive stone and earthen materials in the early period, but by the end of the Kofun period were made almost exclusively of jade. Magatama originally served as decorative jewelry, but by the end of the Kofun period functioned as ceremonial and religious objects. Archaeological evidence suggests that magatama were produced in specific areas of Japan and were widely dispersed through the entirety of the Japanese archipelago by trade routes.

The Kojiki and Nihon shoki, completed in the 8th century, have numerous references to magatama. They appear in the early in the first chapter of the Nihon shoki, which largely describes the mythology of Japan. Susanoo, god of the sea and storms, received five hundred magatama from Tamanoya no mikoto, or Ame-no-Futodama-no-mikoto, the jewel-making deity. Susanoo went to heaven and presented them to his sister, the sun goddess Amaterasu, who bit off successive parts of the magatama, and blew them away to create other deities. Tamanoya no mikoto remains the kami god of magatama, glasses, and cameras.

In the legend Amaterasu later shuts herself in a cave. Ama-no-Koyane-no-mikoto hung magatama, among other objects, on a five hundred-branch sakaki tree, to successfully lure Amaterasu from the cave.

In the year 58, in the reign of the Emperor Suinin, the Nihon shoki records that a dog kills and disembowels a mujina, a type of badger, and a magatama was discovered in its stomach. This magatama was presented to Suinin, who enshrined it at Isonokami Shrine, where it is said to presently reside. A similar practice is described again in the Nihon shoki during the reign of the Emperor Chūai. Chūai made an inspection trip to the Tsukushi, or Kyūshū, and was presented with an enormous sakaki tree hung with magatama as well as other sacred objects.

Source: Wikipedia

I believe that the Magatama in the anime is attached to the forehead/characters instead of a pendant is to show the character's divinity

mivilar
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What is this thing?

The bead that looks like a "9" or a comma is called a magatama. Magatama appeared in prehistoric Japan (approximately ca. 1,000 BC to the 6th century AD) and were made of primitive stone and earthen materials in the early period, but by the end of the Kofun period were made almost exclusively of jade.

Evolution of magatama

It is not known why magatama look the way they are. They may be fashioned after animal fangs or the shape of fetuses. Moreover, they look like a part of the taijitu, which is also shown in the first episode of Arjuna:

Arjuna using the taijitu as a shield

In anime and manga, characters named or modeled after Susanoo, god of the sea and storms, almost always possess a magatama. For example, Susanoo in Akame ga Kill! has the Yasakani no Magatama, one of the three Imperial Regalia of Japan that represents benevolence, in his chest:

Susanoo in Akame ga Kill!

The connection between magatama and Susanoo can be found in Japanese mythology: Susanoo received five hundred magatama from Tamanoya no mikoto, or Ame-no-Futodama-no-mikoto, the jewel-making deity, and presented them to his sister, the sun goddess Amaterasu, when he went to heaven.

Why is it embedded in the forehead?

As the Akame ga Kill! example has shown, the magatama need not be embedded in the forehead. In fact, in an extreme example found in Blue Seed, eight magatama are embedded in various body parts of Mamoru Kusanagi: four in the chest, two in the knees, and another two in the back of his hands. As far as I know, it is never explained why the magatama is embedded in Juna's and Susano-Oh's forehead and not in a different body part of theirs. I suspect that it is purely an artistic decision, and because the forehead is the commonest place for the third eye, which, like the magatama, is a source of mystical powers.

CharonStyx made a good point that the reason why the magatama is embedded in the forehead, rather than worn as a pendant, is to show the characters' divinity: that they have innate noble responsibilities and divine powers that can not be taken away from them.

Gao
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