While mostly combos have been posted, is there a concrete way I should be playing Lucas? I play aggressively for the most part, going in with SH Nairs and such. Should I be playing another way?
In all honesty, you can play whatever you feel most comfortable playing. I personally play defensively because Lucas can pressure from a distance. I can see Lucas playing offensively as well, though, since he has quite a few combo options.
If you're having trouble, stick to the edge and let the opponent come to you (unless they're also going to spam at the edge). Let them dash attack or whatever, and then shield grab and combo. Punish game is important, and Lucas has some devastating punishes.