Jacky and Lau are geared mostly towards offense, but Lion offers a game that's a bit more skill-oriented. His attacks might not look like they hit hard, but when strung together, they can be both painful and embarrassing for your unfortunate foe. Learning Lion's skills can help a new player understand some more technical aspects of VF without too much pain.
Down (hold), Forward + Punch (D (hold), F+P)
Expecting an attack from the opponent? This essential skill leaves the enemy airborne when it scores a counter hit, from which you can go to town with a combo of your choosing. This technique must be performed from a crouch, though, so watch out for fast middle strikes that could spoil your fun.
Back, Down-forward + Punch (B, DF+P)
Got an opponent that likes to keep their distance? Try using this technique on them to literally knock them off their feet. Once they've lost their footing, you can tack on a skill like F, F+K, K for some extra hurting.
Down (hold), Down-forward + Punch + Guard (D (hold), DF+P+G)
Can a throw be a combo starter? You betcha. Try pulling this one off when you're crouching at close range. (One common tactic is nailing this throw immediately after you hit with D+P.) Your opponent will flop onto the ground, leaving just enough time to score one or two more hits. A standard followup is F, F+K, K, but there's other skills that'll hit, as well.
Back, Back + Kick (B, B+K)
Wait, did Lion just turn around and leave his back to the opponent? Isn't that a bad thing? Not necessarily - all characters have specific attacks they can perform while backturned. In this case, Lion turns around with a high kick that can send the enemy into the air, then immediately follow it up with P+K and further combo hits. Be careful, though - since this is a high-level attack, it will fly right over the head of crouching opponents. Exposing your back always involves some risk, so make sure you've got a handle on the situation before pulling this one out.
Take it to the next level
Weight plays a big role in the effectiveness of combos in Virtua Fighter. A combo that can cause major damage to a smaller, lighter character might not even hit a big guy like Jeffry or Wolf. Some of Lion's more common combo starters play out close to the ground, so if your opponent's heavy, they're going to hit the floor a lot faster, leaving you less time for additional strikes. Try practicing Lion's B, DF+P and D (hold), DF+P+G and followups in the dojo on various opponents to get a feel for how height can affect gameplay.