Marine ecosystems face unprecedented threats from climate change and plastic pollution, yet traditional environmental education often struggles to translate awareness into sustained behavioral change. This paper presents OceanChat, an interactive system leveraging large language models to create conversational AI agents represented as animated marine creatures -- specifically a beluga whale, a jellyfish, and a seahorse -- designed to promote environmental behavior (PEB) and foster awareness through personalized dialogue. Through a between-subjects experiment (N=900), we compared three conditions: (1) Static Scientific Information, providing conventional environmental education through text and images; (2) Static Character Narrative, featuring first-person storytelling from 3D-rendered marine creatures; and (3) Conversational Character Narrative, enabling real-time dialogue with AI-powered marine characters. Our analysis revealed that the Conversational Character Narrative condition significantly increased behavioral intentions and sustainable choice preferences compared to static approaches. The beluga whale character demonstrated consistently stronger emotional engagement across multiple measures, including perceived anthropomorphism and empathy. However, impacts on deeper measures like climate policy support and psychological distance were limited, highlighting the complexity of shifting entrenched beliefs. Our work extends research on sustainability interfaces facilitating PEB and offers design principles for creating emotionally resonant, context-aware AI characters. By balancing anthropomorphism with species authenticity, OceanChat demonstrates how interactive narratives can bridge the gap between environmental knowledge and real-world behavior change.