If you watched the Entire Series of Haruhi-Chan, then you may be wondering to yourself: whats that lion thing that appears in the show.
its name is Mugen Lion, or Lion of Infinity to be exact. it was called from a lamp (mikuru brought it from a store) and was said to have a genie inside (Aladdin reference there). Though when she rubbed the lamb, nothing came out and so she asked Yuki it make a genie comes out. but instead of a genie, Mugen Lion appears instead.
and, why of all things, Mugen Lion? Blame Haruhi, she drew more strange lines to call it to earth (just like how she did it in the past with the <i am here> lines).