Fidget starts out with a single power, which are those little puff balls. They are good for getting your combo up, but are not particularly powerful. As you progress you will unlock fire and eletricity. Both of these are good, but electricity is by far the best power. You can completely wipe out large groups of enemies with little effort using the electricity power.
In order to switch between powers you need to press R1 or RB. This will cycle through the powers.