Natures are important because, like a real pet, they affect your Pokemon’s personality. For example, timid Pokemon have lower maximum stats than max-level Jolly Pokemon. But if you teach an Adamant Graveler Earthquake and Rock Slide during the day it’ll become much stronger than Charmander with Ember and Flame Wheel!
The gist is this: Different natures work for different player styles. You can’t rely on one strategy that would best suit everyone’s tastes because of the many possibilities that exist among these personalities so experiment! And BTW don’t forget to evolve into Mega Evolved Ditto before facing off against Wally who has nothing but Linoone in his party.