Although mosquitoes are annoying and dangerous to humans when they bite us the mosquitoes are indeed beneficial to the ecosystem.
It's hard to know if we could actually do without mosquitoes fully but it's likely we could do without mosquitoes if they did go away completely.
However fish and other aquatic species eat mosquitoes so they depend on the mosquitoes for food so they might suffer if mosquitoes went away.
But they likely would adapt and find some other food because the fish and other aquatic species do not just eat mosquitoes as they eat other bugs and things in the lakes, oceans etc.
I really hate mosquitoes myself and do kill a bunch of them but I do so because I hate them and they can cause disease.
If the mosquitoes would leave me alone I would leave them alone as well.