Wanting to be a superhero, Jacob Finlay crafted the guise of Doctor Light. Thinking being a hero was stupid, Arthur Light took the Doctor Light suit and used it for crime-- accidentally killing Finlay along the way.
After his death, Finlay continued to haunt Arthur Light. Finlay eventually tricked Light into being heroic, which resulted in Light dying in a barrage of gunfire. Due to Light's prior evil actions and Finlay's sinister trick, they were both sentenced to Hell, where they would be forced to spend time together, much to Satan's amusement.