Lucina (so far) is my favorite character in the Fire Emblem series. She made her debut in Smash 4, but she's from the game Fire Emblem: Awakening and some spinoffs and cameos in other games.
Speaking of her game, both Chrom and Robin are fighters in the game as well. Chrom is canonically her dad, while it's possible (if the avatar is female) for Robin to be her mother. While Nintendo never confirmed her birth mother (as it can be almost any female character in the game), I like to believe it was Robin.
Lucina actually plays almost exactly like Marth with very few differences between them. She even has the famous counter sword strike.
And her Final Smash is the same as her ancestor Marth, which isn't good. As missing your opponent could easily make you lose a life, especially on a small stage. It's a terrible disadvantage.
When Kirby takes Lucina's power, he gets his own parallel falchion sword. What's interesting is that Kirby doesn't have Lucina's hair, but a mask which I don't think we see at all in the game. In Fire Emblem: Awakening, Lucina comes from the future and pretends to be "Marth". The mask is to help her hide her identity before she is ready to tell her father.
Online I did pretty well with Lucina, just like with Marth. I know that Fire Emblem haters, don't like that most Fire Emblem characters in the Smash Bros series, are pretty darn good fighters.