While you can romance multiple female characters, when you get to most of the date scenes, you will be forced to pick one of them to perform a date with for that specific date. If you are completing a harem run, you do not get to have all of the Christmas dates with all of your girlfriends. You will choose one girl and only get to see her scene (unless you save before and then reload after each choice to see all the dates). Watch out for Valentine's day because you will be forced to pick one, and the others may have mixed feelings about being snubbed.