Roll a lot. Like all the time. In fact, move using rolls. It's foolproof.
Nah, but in all seriousness, it is probably going to be easier to play against an opponent that wants to be in yer face because, well, Lucario works best at that range. But I'm assuming that the issue is more that there's enough pressure from the other player that you've not exactly left stagger since they landed a hit in neutral, in which case you may be limited to either running away, pushing your opponent off of you with something like a retreating fair, or one of Lucario's rather lackluster OoS options (aerial such as dair, grab, WD, etc). Noting that one solid hit can put you back on the offensive, or at least back in neutral, a grab is pretty easy to land and will almost certainly setup for some solid punishes, or heck, just fthrow or bthrow them to get some breathing room.
Stage pick wise, for a starter stage, I would suggest Dream Land or Pokemon Stadium 2, since they've got a pretty wide stage, and some platforms to move about on. You might consider Smashville, but I would consider that more of a risk than the others. Avoid FD unless you're pretty confident in your punish game, the match will probably consist of you forcing yourself out of stagger straight into a punish string, and then getting put right back into stagger. For counterpick stages, Green Hill Zone for the platform and walls to help in mobility and recovery, respectively. Skyloft and Rumble Falls allow for lots of room to move, but that may come at the cost of punish game due to the strange platform heights/shapes. I would also suggest Dracula's Castle, as it is just a nice stage all around.
