The wave nature of light comes from Maxwell's equations. More precisely, the two wave equations that come from them:
$$\Delta\vec{E}=\mu\varepsilon \frac{\partial^2\vec{E}}{\partial t^2}\\ \Delta\vec{H}=\mu\varepsilon \frac{\partial^2\vec{H}}{\partial t^2}$$
Looking only at the electric field part, the solution of that equation is any function:
$$\vec{E}=\vec{F}(\vec{s}\cdot\vec{r}-vt)$$
That is what we call a wave - we make a disturbance in one point and we can measure the same disturbance elsewhere after a short period of time.
Now my question is why do we always talk about light in terms of wavelengths? It's not necessarily periodic - the wave equation doesn't say that it has to be. One possible explanation that I thought about is the possibility to dissolve any disturbance in Fourier series, but that would mean we would have to add light with infinitely small wavelengths. Since the series is infinite, that would definitely make problems thinking about QM. Why do we say light has wavelength and phase when it's not necessarily a sinusoidal wave or not even periodic at all?