First, decide on their backstory. Maybe they had a rough childhood in one of the hidden villages that led them to turn bad. For example, if they were from the Hidden Leaf, they could have been shunned for not having strong ninja skills initially. Then, design their appearance. They might have a unique hair color or style, like long white hair to give an air of mystery. Also, think about their abilities. It could be a special jutsu related to shadows or something that's not commonly seen in the Naruto world.
Isolation is also a theme. Naruto has always craved acceptance. If he is pushed into a corner and isolated completely, he may turn to villainy. He might think that if the world won't accept him as he is, he'll make the world fear him. This theme can explore the psychological effects of loneliness and rejection on a character as powerful as Naruto.
Maybe an ancient evil spirit that has been awakened due to some mistake. It targets Ageha because she has a pure and powerful chakra. Naruto, being the hero he is, tries to fight the spirit, but he quickly realizes that he needs Ageha's help as well as the help of all his friends to defeat this powerful foe.
Orochimaru would make a great villain. He could be jealous of the new magical powers in the village and try to steal them for his own experiments. His snake-like abilities could be enhanced in a creepy way to contrast with the bright and shiny magical girl powers.
The main villain could be Darkseid. Imagine if he somehow finds a way to enter the Naruto universe. He would be a formidable foe for both Naruto and Supergirl. His omega beams and immense strength would be a huge challenge for them to overcome.
It could be a rogue ninja from the village with the Tenshikage. Maybe he's jealous of the Tenshikage's power and wants to take it for himself. He could be causing chaos in the village, stealing important ninja scrolls and attacking innocent villagers.
A new character could be introduced as the main villain. This character could be someone from an ancient clan that was once in control of the 10 - tailed beast but lost it. Now, seeing Naruto with that power, they want it back and will stop at nothing to get it. They could have unique powers and abilities that make them a formidable foe for Naruto and his friends.
It could be a new character, a powerful dark wizard who wants to use the combined power of Naruto's chakra and Pikachu's electricity for his own evil purposes. He creates all sorts of dark creatures and sends them after Naruto and Pikachu to try and capture them. He's very cunning and has a lot of minions to do his bidding.
A rogue ninja from a neighboring village could be the villain. This ninja might have a vendetta against Ino's family and uses Naruto as a tool to get to her. He hypnotizes Naruto because he knows Naruto is strong and his actions while hypnotized would create a lot of trouble for Ino and Konoha.
One idea could be to explore the backstory of Orochimaru in more depth. Maybe show his early days in the Hidden Leaf Village and what led him to become so obsessed with immortality and dark jutsu.