Adalon is a nice, metallic dragon that has lost her love to the Drow many years ago (his heart was ripped out while he was still alive...ouch). If you want to kill her, then either:
(minor spoilers)
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a) you are chaotic evil and want to be able to brag about the goodness that you have destroyed
b) you are not chaotic evil but your intelligence is below 9 and don't realize that helping her is in your best interests (if INT>9, poor role-playing)
c) you have solved the "skinner" murders in the Bridge District, have talked to the guy in the Umar Hills, and want to make some yummy human skin armor

if the answer is a), go for it!
if the answer is b), shame on you, but go for it!
if the answer is c), then go for it! if you are weak, you can pickpocket a vial of her blood (it's ok, it's obviously a spare for a transfusion or something)

Have fun destroying something utterly beautiful!
(end spoiler)

And utterly haughty... ...

Tip of the Day, Skeleton Warriors are immuned to her Cold Attacks.