What's interesting about Lyon and his possession is that he presents himself differently to the twins depending on whose route is being played. In Eirika's route, Lyon actively tries to pretend that he's possessed. In Ephraim's route, that façade isn't there. I found a great quote on reddit about why he acts differently toward either twin:
"Perhaps he's afraid of her seeing his darkness for the first time in their relationship. Maybe he still wants her to think of him as a friend despite his mistakes. Or maybe he just doesn't want to lose one of his only friends, and wants to hold onto that connection to Eirika as long as possible. He's lying to Eirika possibly for entirely selfish reasons, or even for sympathetic reasons (up for interpretation).
And with Ephraim, Lyon doesn't feel that same desire to lie, because he doesn't need or want to protect Ephraim from the truth. He wants to show Ephraim that he underestimated his former friend. Maybe to punish Ephraim and make him feel guilty. To challenge Ephraim and show that Lyon was always worthy as a threat to him, and resented feeling worthless in front of him in the past. Or even because Lyon needs to show the truth to someone, and he cares more about Ephraim knowing the truth about him while he still has the chance."
Source: https://www.reddit.com/r/fireemblem/comments/9p21hb/sacred_stones_character_discussion_lyon/
If you look further down the thread of the link I just posted, you'll also notice that there's a debate about the degree of control that Lyon had. Was Lyon completely possessed by the Demon King? Or is it a façade? I find the ambiguity interesting, as either explanation adds depth to his character. If he's completely possessed, then he's lying to himself and Lyon's going out of his way to appear otherwise. That tells us something about him, and it ties back into his inferiority complex. Alternatively, if he does have actual control over it, then what does that tell us about him? He willfully lets the Demon King take over, and would be responsible for everything said Demon King does? That's an interesting take on a character getting possessed in fiction.
You don't normally see a possessed character having this much ambiguity and agency in regards to their possession. The usual trend in fictional stories is for a character's possession to be obvious and out of their control. By going against that trend, it's up for debate over how much control Lyon has. Both explanations work, and it leaves for some fun discussion to occur.
When you take the time to examine Lyon's character, it's not hard to see why he's so popular. Lyon is characterized by feelings of inadequacy and uncertainty of what his future will bring. From what I remember, he can also be pretty self-deprecating too. Those are feelings that a lot of people can relate to. For some people, he's one of the most relatable characters in the franchise. Some people feel like Lyon is overrated, but from where I'm standing I think he deserves his popularity. He has a lot of depth, and it shows.
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