It is always dangerous (and frequently difficult) when introducing a villain in dungeons and dragons, especially a big villain meant to last a while. If they’re near the players in power initially, there’s a good chance the players might just take them out immediately, bringing their villany to a premature end. If they’re too powerful, the players might take a shot at them and be wiped out by the response. Additionally, there’s the stretch in credibility that comes when a super-powered entity doesn’t just lay waste to the plucky young heroes at their first meetting. You can make a good story out of the villain taunting the weaker protagonists, egging them on for some dramatic final confrontation, but that requires a certain style of story and it is difficult to smoothly employ in a shared storytelling medium like a tabletop RPG.