Brand new to Zelda. Took her to my first tournament last week and lost in LF. Warning; I am bad at Zelda. I still don't have the Neutral B land cancel down yet, and I am not sure how to use over B effectively. Anyways here is my set, please mercilessly critique my brand new (and ****ty) Zelda. Also I have 0 experience with the Lucario match up.
https://www.youtube.com/watch?v=mVeASu8N_Dw
Overall, I thought you were pretty good. You did many good things with sideB, and even though you didn't land cancel neutralB at least you didn't try and get killed for it. You played solidly in general, and you seemed to have a good read on your opponent in neutral (he always dash danced and rarely shielded, which you covered with your dash dance + dash attack). My main critique is on your choice of moves.
During that whole set, in which you must have used several hundred moves, I saw: 1 upair, ~5 nairs, 0 dairs, 1 jab, 2 ftilts, 0 uptilts, 0 dtilts, 0 teleport ledge sweetspots, 0 aerial nayrus, 1 dthrow, 0(?) upthrows, and ~10 smashes (total). ~50% of your moves were dash attack, ~30% lightning kick, and ~20% grab, with a few grounded nayrus and lots of Dins (which I'm not counting, you used Dins in many different ways).
Zelda's moveset is very precise and calculated. Due to how slow she is, often only 1 move will hit the proper location at any time. For example, you may find your opponent on top of you, at which point you should nair instead of lightning kick. This also means you can cover multiple options, as I saw you do when jumping up to the Skyworld platform to techchase: you jumped toward him, ready to nair, and when he rolled to the other end of the platform you lightning kicked him instead. Recognizing which situations enable you to choose between multiple moves that would all hit is what makes the difference between an amazing Zelda player and a really good Zelda player, so you should try to experiment with what the different moves do so you can recognize when you had options. I'll give some quick advice about each move and let you explore how you want to use them.
Grounded Nayrus: This makes a good parry move. Use the invuln frames to dodge an attack at the last moment. WAY too laggy to use otherwise unless for hard reads.
Aerial Nayrus: This lets you do a lot of weird things, but the most basic function is to stall you in the air while you surround yourself with hitboxes (like nair, but without rising/falling). If you can land cancel it, use it to cross up shields and to reflect projectiles. If you b-reverse or wavebounce it, use it to give Zelda some horizontal momentum or use it out of hitstun for an even greater effect.
Dins: This move is very flexible and is one of the calling cards that identifies each Zelda player, since with so many options there is very little copying between Zeldas. Use it as a projectile, as a zoner, as an edgeguarder, as a combo extender, etc.
Farores: If you are teleporting from anywhere above a ledge, let go of the control stick before arriving at the ledge to auto-sweetspot it. You can also press b a second time to shorten the teleport, which lets you sweetspot from below, move around the stage, and teleport down to the stage with much less landing lag. You won't have the 4% hitbox, but sometimes its worth it.
Jab: Covers space with little commitment. Use when opponent is likely to approach you and you want some leniency and flexibility.
Ftilt: Reaches out in front of Zelda to start a combo. The range of this move is the ideal distance to space yourself from opponents, as lightning kick also reaches about this far.
Fsmash: Covers space with a lot of commitment. Use when opponent will definitely be in its space or can't punish you anyway.
Uptilt: Reaches out around Zelda with an invulnerable arm to KO opponents. The delay can be used to cover space for a long time, tricking opponents. This is a good kill move.
Upsmash: Covers above Zelda for a long time. Great for comboing.
Dtilt: Meteor Smash inner hitbox is used for popping opponents off the ground or edgeguarding, light hitbox on her foot pops damaged opponents off the ground and reaches low for edgeguarding. Doesn't cause much hitstun, so often the only move you can do out of this is Dsmash, her fastest option. Good with CC.
Dsmash: Fast and knocks opponents away at a low angle. 4 frame startup, like the fastest jabs. Zelda's jab is frame 11, for comparison. Foot is invuln, so you can edgeguard with this move.
Nair: Good for covering Zelda or a lot of space while she moves. Can be used just before landing to briefly stun opponents (which I saw you do). Practice switching which direction you're travelling at the last moment to control which way your opponents get sent.
Fair/Bair: Your use of these was pretty good, though I think you could try to stuff approaches with them more. You seemed to like to go in with these, which is predictable. Good OoS option.
Upair: Great for juggling. Use more.
Dair: Great for styling. Can also be used for edgeguards (occasionally), for finishing a combo into a techchase instead of into a juggle (I've gotten upsmash->upsmash->dair->weak LK jab reset->LK before), and to start a combo against a standing opponent (or huge shield damage if they shield it). Use more, but not too much.