When Pete jogged toward the ducks, they waddled away from him.
The reason that a coma should be used is because the first clause "When Pete jogged toward the ducks" is a subordinate clause. A subordinate clause is always surrounded by comas if it is in the middle of the sentence; if it is in the beginning it should be followed by a coma and if it is at the end it should be preceded by one. A subordinate clause, is a phrase that cannot stand on its own because it is not a complete sentence.
The italicized part is the subordinate clause, here are some examples:
While the girl jumped, Marissa decided to play in the park.
Claudia, my english teacher, loves pizza.
Christian likes to jump, which is great for his health.