will it hurt my 08 impreza 2.5i if I make it straight pipe

what is your plan specifically? just a different muffler or are you talking fully removing everything (both cats, resonator, and muffler) and just having pipe the whole way back? If you are talking the second option you may notice a little loss of torque due to a lack of back pressure from the exhaust and also if you still need your O2 sensors in the exhaust at some point and without the catalytic converters in the exhaust they will send signals to your car essentially telling it that the cats have gone bad so you'll get a check engine light on your dash and the way the car runs could potentially be noticablly affected as well, if you want to remove the muffler and resonator by all means do so it wont hurt anything but I'd say leave the cats. Todays cats aren't the horrible power killers like they were back in the mid 70's-late 80's so their's really no reason to remove them, they wont even make a big difference in exhaust sound.

I want to go 2.5" straight pipe from cat all the way back keeping it dual will it hurt my car or will it still run the same

From the cat back you will only be removing the resonator and muffler so there should be no issues with that.

Will I loose pressure or will it stay the same

You will lose a little but not enought to notice, it's only when you remove everything from the exhaust that the back pressure drops too low and you notica a small power loss. Removing the muffler and resonator will be just fine.

Okay I was just browsing around and saw this post I have to correct the damage done by nick here. There is no such thing as necessary back pressure in a Subaru. Ford is the only vehicle ever made that needs back pressure the way boxer motors work with no fight from gravity makes it to where your motor performs better with an expansion chamber after the headers hence why people to 3" cat back or straight pipe from UEL headers. Stock opening is 2 1/8 if I'm not mistaken. The extra 7/8 acts like a water line. Once filled the system is pressurized and literally sucks the exhaust out of your motor. So at 3500 rpms you get what can be considered opposite boost. To where your engine is getting rid of the exhaust quicker that the car can make it.