Balloon was a magical bird from Romance Dawn V.2 and a friend to Ann. He was sought after by Spiel for his magical blood and was last of his species. He always returns to Ann's side no matter where she is when separated.
Trivia
The Chapter eight title page showing "Balloon" like birds
In One Piece, there is a scene wherein Luffy accidentally gets himself caught by a giant bird. The way the bird caught Luffy in its beak is similar to the way Balloon transported Luffy back to Ann.[1] The title page of the manga chapter in which this scene happens also shows several small "Balloon" like birds.
References
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