Aqua Dolphin first appears in Jaden's Duel against Alien of Light telling him to defeat it using cards salvaged from a satellite. After winning Jaden learns from Aqua Dolphin that he is destined to save the world from that same "Light" whose minion he'd just defeated.
He explained to Jaden that the universe is built on balance, including the balance between Light and Darkness. According to Aqua Dolphin, this light is a threat to that balance because it is attempting to create a world of pure light. This is much more destructive than it seems because it fractures the scales too much towards the light and not enough towards the dark side and will ultimately destroy both leading to the end of the universe.