Scrooge's long-dead business partner is the first ghostly visitor who haunts him, warning him about the Christmas ghosts soon to come.
Marley is your run-of-the-mill worst-case scenario.
Why does he come to visit Scrooge before the Christmas ghosts show up? Well, mostly because without showing us the horrible horrific horror that awaits a Scrooge who doesn't change his ways, Marley ups the stakes of the Christmas ghosts' visits. Basically, this first ghost is a dramatic tension device, meant to make us care about Scrooge's reform and also meant to explain why Scrooge would suddenly become concerned about and invested in his own rehabilitation.
After all, who would want to be condemned to an eternity of being "doomed to wander through the world […] and witness what it cannot share, but might have shared on earth, and turned to happiness!"? (1.129). Certainly not us.