Captain was a pet parrot owned by the Shopkeeper. They were self-described "servants of the Universe." He considers how he and the Shopkeeper get around to be "privlaged information" and is apparently the one who calls the shots. Unlike the Doctor, who takes subtle approaches to making sure time is undamaged, Captain and the Shopkeeper take the utmost direct approches to make sure things stay in the right order as blind chance can't always lead to the correct resault. The oppisitely of the Trickster, who causes chaos instead of order.
Biography
The Shopkeeper often talked to Captain while observing Sarah Jane, Clyde and Rani through his crystal ball during their quest though time. When Sarah Jane and the others returned, it was suggested that Captain was the one who had arranged for them to go on their quest, implying that he was more than an average parrot. (SJA: Lost in Time)
Captain was seen on his perch with the Shopkeeper when he appeared in Sarah Jane's attic to confirm that it was he who left Sky on her doorstep. It is revealed by the Shopkeeper that the Captain is incharge of their duties, making sure things that can't be left to chance are taken care of, making them kinda of taking a more direct approach to correcting history, unlike the Doctor. (SJA: Sky)