Lu Kang was "the chosen one". He supposedly defeated Shang Tsung and his ninjas in the first Mortal Kombat game. Plotwise many of these characters were killed, but they managed to find different ways of coming back.
He had a really loud, shrill kiai on every one of his normal attacks, that would drive you crazy. It was loud and shrill, and he never shut up! A lot of people were glad to see him go. The people who actually used him, on the other hand, were pretty bummed, to have to master a new character, if they wanted to see all the new fatality styles and characters.
Naturally, it was only a matter of time, before they called him back from the void.
I think the only character who hasn't died at all, and was in the first game, is Sonya. --for obvious reasons.
Note that I'm actually really bad at MK games. I grew up on Capcom and Capcom derived VS games, like Street Fighter and One Must Fall, so I have trouble blocking under MK. Soul Caliber II didn't give me trouble in that area, though; I guess it only effects me in 2d games.
