Don't just go with the flow and accept that picking a Melee character is as simple as finding someone you enjoy. It can be, but a lot of the times...picking up another character, whether as a secondary/dual main in the same game, or across games, can become apparent as suboptimal pretty quickly.
The more you divide your attention/improvement between characters, the slower/harder it'll become. That's just how it is. But when we're faced with these decisions where that's sort of a necessity, there are ways to minimize that deterrent. Picking up new characters isn't just fun and games. It can be frustrating investing time into many, only to feel like it's best to drop them and invest time in another Melee main/whatever for any number of reasons. This is a ****ing science. Buckle up.
Data and meta are your friends. Watch Lucario mains/secondaries and see if you can find a trend/pattern in other characters they play. In Melee, there are many Sheik/Marth, Falcon/Spacies, Marth/Falco, and Sheik/Foxes, probably because of their similar jumpsquat times, jump heights, and playstyle (neutral spacing, edge guarding, etc.). Movement is a huge part of being consistent with one character, so you'll want to shy away from anyone too far off from your first main. Things you may wanna consider are:
- Weight
- SH Heights
- Air Mobility
- Running Jump Air Speed
- Max Air Speed
- Falling Speed
- Fast-Falling Speed
- Jump Squat Speed ("Jump Start-Up" - this is what influences wavedash timings)
- SHFF Speed
- Standing Grab Ranges
- Perfect Wavedash Ratings
As a general rule, it's easier to go from "easier" to "harder" things. In frame data/spacing, that translates to going from your slower main to one with quicker inputs, quicker actions, lengthier movement, etc. since you're just taking your natural speed from your main and pushing the input speeds a bit further. The reverse is harder. For example, maining Fox or Sheik counterpicking to a secondary Falco can be hard for some people, since you're going from a 3 frame jumpsquat to a 5 frame one (wavedash timing), so if you're messing them up, you'll have to be consciously thinking about slowing down (distracting), and not being sure of how much optimization you're losing out on. In the reverse situation, a Falco main would just have to speed up the wavedashes a bit, and since 3/5 frames are already pretty darn quick, it's doubtful that you'll be able to wavedash in 1/2 frames (too quickly, as opposed to slowing down your wavedash too slowpy).
In the long term, this can also be important because, if you start off as a PM Lucario, making the adjustment to Melee can be frustrating in numerous ways. Finding a Melee character that's fun is hugely important for keeping up your motivation to play them while underperforming in a game that players will think worse of you in (since you likely won't get to show PM prowess easily), and for many players, quicker/lengthier movement and inputs translates as fun/exciting. This can also be found in unique character quirks, like Spacie side-B edge cancels, PRESSING DOWN-B OH LORDY
WHY ARE MY SPACIES SO **** UGHH, Peach Float stuff, Peach DJC-type jump mixups, easy-peasy Marth combos that look sick anyways, ridiculous Marth/Falcon movement, IC desync combos (seriously awesome wtf), ridiculously flexible rest setups, gimpy projectile sniping (needles/turnips/pills/missiles/thunderjolts), etc.
There is the aspect of how well either character covers your MU spread (at least in PM), but that isn't applicable to you if you just plan on single maining a character in each game (my suggestion, since Lucario is pretty capable of such). Still, it might be nice to know you can fall back on your Melee main for the worst of Lucario's MUs. Check the PM MU Chart.