Quote Originally Posted by The_White_Wizard_of_Fynn
I've got a couple... oh, alright, three questions about Sapphire.
1. I know that to have an Azurill I need to breed two Marills, one of wich is holding "sea incense". Now where do I get that?
Mount Pyre.

2. I also heard that, apart from getting Latias, you may also come across Latios on some place called "secret island" or something. Is that true? If yes, how the heck do I get there?
It's true, but to get there, you'll need an e-reader and a special e-card that was only available in an issue of Nintendo Power. You could also cheat and use a Gameshark.

3. What is this whole "mystery event" about?
It only comes into play when you go to Nintendo-sponsored events, or use the pokemon e-cards. Don't worry about it.