In the first episode of American Horror Story: Cult, siblings Kai and Winter Anderson engaged in a strange ritual that seemed very commonplace to them. It involved linking pinkies and promising to tell nothing but the absolute truth. Kai fired question after question at Winter and she gave him her honest answers, even though he sometimes challenged her on them. In Episode 2, Winter recreated the ritual with her young charge Ozzy, using it as a unusual way to quell the boy's fear. But what does the pinky promise mean on AHS: Cult? It could be an important ritual.
When undertaken by Kai and Winter, it seemed to be an agreement to transparency no matter how uncomfortable the topics they discussed were. With Winter and Ozzy, however, it seemed to have an additional use. Winter claimed that through their pinky-linked question and answer session, Ozzy could give her his fear and she would keep it for him. It would make them both stronger. However, Winter also thought showing Oz graphic snuff videos on the dark web would make him stronger; her opinions on child rearing are not viable.
Winter explained to Ozzy that the "flesh to flesh" connection of their linked fingers meant that he could not lie to her without her knowing, compelling him to honesty. She dug into his fears about the murder he'd witnessed and even pushed him to own the fact that he was afraid when he tried to say he was only nervous. With the Anderson siblings, fear seems to be a big motivator.
It's possible this could end up being an important ritual in Kai's burgeoning cult. The process sounds quite a lot like auditing, a word heard most often in regards to Scientology, in which a series of questions are posed to a person with the expectation that they won't lie in their responses. It pushes the interviewee to open up, revealing their secrets and worries. This can make them feel freed of something that was weighing on them, but it also gives the interviewer a lot of delicate information that could prove useful later, particularly as blackmail. It's easy to see why that would be helpful for a cult inducting new members.
The ritual is even shown in the opening credits directly underneath the main title, indicting that it may take on greater prominence throughout the season. In the credits, the two linked hands are also in handcuffs; that could be a sign that things won't end well for the cult members, though their loyalty seems to have survived against all odds. The cult members may face consequences for their actions, but it looks like they will still be dedicated to their cause.