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Before this, he was Dream's first raven.
Lucien is not a person in a physical sense, though it's entirely possible he might have been once. He serves on the palace staff of Dream of the Endless as the palace librarian, overseeing a collection of every book that has ever been imagined--even if that book was never published or actually written.
When Dream was captured by the English magician Roderick Burgess and his "Order of Ancient Mysteries," Lucien was the only member of Dream's palace staff who did not abandon his post. As a result, Dream increasingly relied on Lucien's council, and Lucien's responsibilities expanded accordingly.
As might be expected, Lucien's a very wise, very steadfast individual, and is quick to assist and educate other members of the palace staff--especially Dream's raven, Matthew. Lucien was Dream's first raven who has stayed with him in his new role.