Question

Which nature should I use on my Glalie Adamant or Modest?

Comments

A physical set with Adamant is usually better so that you can use Return and Explosion, which get powered up by Mega Glalie’s ability.

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What are you going to do with this Glalie? Are you battling other people or in-game trainers?

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It depends on its use. If you want to stall with it, use adamant. With this, earthquake would be pretty handy as it covers three of Glalie’s four weaknesses, and is just a useful move overall. If not, you can always raise defense with light screen or reflect, then set up a hail and then land a few blizzards with a modest nature. (I’m not including mega evolution though.)

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Clearing flag here. You can give an answer like the comment above, which gives an explanation for each different way Glalie could be used.

Answer 1

In general, Glalie wants a +speed nature to outspeed as much as possible, so try to get one of those.

Battle Tree (singles): Glalie wants 136 speed EVs and timid so it can outspeed Tsareena when it's at +1 and hold world records. Frost breath is its most reliable attack, so use modest if you really can't get a +speed nature.
source

BSS: Glalie wants timid to set substitutes at fast as possible. Its most reliable attack is freeze-dry, so use modest
if you really can't get a +speed nature.

NU: Glalie wants jolly to outspeed things like max speed Sigilyph and Vivillon. Glalie's good refrigerate-boosted attacks, like return (enter on some keyboards) and explosion, are mostly physical, so use adamant if you really can't get a +speed nature.

I don't know any other reasons Glalie's nature might matter in USM.