Unless you are spending your time without a Fury Fairy equipped, you might end up coming across this shortly after your trip back in time. Make sure you keep checking back on the screen whenever your character shifts in the story (when the control is moved from Fang to Tiara, for instance) or when characters leave and return to your party (such as when Sherman leaves and rejoins, or the many times Tiara leaves and rejoins).
There are two reasons you would want to do this. Not only does it increase the stat distribution and bonus skills attached to your character, but you can get gifts from the Fury Fairies for having them equipped, up to three:
1) Upon receiving the Fairy, go to the menu and talk to them.
2) Upon having participated in 50 battles with the Fairy equipped.
3) Upon having participated in 200 battles.