Overwatch's Lucio is a very passive support whose constant stream of healing or speed have a subtle effect on your team while letting you focus on attacking other heroes. If you like the idea of playing a support but aren't fond of having to babysit heroes as Mercy, Lucio provides a great alternative.
Sonic Amplifier [LMB] - Lucio's main attack fires slow-moving sound projectiles that deal moderate damage but can be hard to land because of their low velocity. Using this weapon effectively will require some practice at leading your targets or just focusing on bigger, slower moving, or stationary characters like Bastion.
Soundwave [RMB] - Lucio's Sonic Amplifier unleashes a heavy blast that pushes enemies back. It'll take some practice, but using this ability on maps where falling to death is possible can really make Soundwave shine.
Amp It Up [E] - Temporarily boosts Lucio's Crossfade passive buff, either increasing the health regeneration of nearby friendlies or boosting how quickly they move. There's a decent cooldown on Amp It Up, so timing it will require patience and awareness of when your team needs it most.
Crossfade [LSHIFT] - Swaps between Lucio's two passive buffs: healing or speed. There's a number displayed in the lower middle of the screen which will show you how many nearby heroes are receiving this effect, so positioning Lucio is of crucial importance in order to make sure everyone benefits.
Sound Barrier [Q] - Lucio grants all nearby heroes that aren't obstructed by walls a temporary shield that can absorb considerable damage and keep a team fighting much longer than they otherwise would have. When used during important pushes, this ability can give any team the extra oomph they need to keep going.
Wall Ride [Space] - Lucio can use his rollerblades to glide along walls, giving him a small boost in verticality in the process. It's possible to chain Wall Rides together, but using this consistently is going to take a lot of practice and some memorization of map layouts.
Lucio Strategy Tips
Lucio is hands down one of the best supports in the game, and while he can't compete with the single-target healing of Mercy, his passive healing buff can keep a team in the fight much longer. But mastering Lucio also means having great situational awareness to make sure he's in the right spot to give as many teammates the buff. Aside from healing, Lucio can also be fairly deadly.
Knowing when to use Crossfade and Amp It Up is actually quite simple as it should only ever be on speed boost when you're rushing back to the fight after dying. Because of how powerful this passive buff is, you should always check to see if other heroes will be spawning shortly after you so that you can also grant them the buff and return to the battle as an organized force rather than one at a time.
Your mobility is a huge boon that will keep you alive much longer than slower supports, but it does take a lot of effort to keep momentum and not accidentally get yourself stuck in a corner where enemy heroes can quickly whittle you down. Wall riding is fun, but using it well is going to take a lot of practice. It can also save your life if you ever get knocked off a map, as it's possible to ride back and forth between two perpendicular walls and gain height with each jump, eventually escaping the fall.
That'll be a rare occurrence if it does happen, so instead focus on using Lucio's mobility to help take objectives and always be shooting enemies. Soundwave can score some easy kills if you can push someone off the map, but otherwise can be a great tool for getting melee enemies off your back while your team finishes them off. Be aggressive with Lucio, he can take the heat.
When a full team fight is happening and you have Sound Barrier, use it only when you can hit as many friendly heroes as possible like when everyone is gathering on a capture point. Aside from mastering the Wall Ride, Lucio is actually quite easy to play and understand.