While part of a what is a communal race, he possess a more individualistic attitude and after saving Kitty Pryde from a Brood attack, he stows away with her when the X-Men travel back to Earth.
(In fact, Lockheed’s true first appearance is as a character in a bedtime story that Kitty makes up for Magik in Uncanny X-Men #153.)
As noted by Boone, he then becomes Kitty’s sidekick – although the tiny dragon does also have some shared history with Magik is well.
For those not familiar with the comics (and to expand on Josh Boone’s brief summary), Lockheed was first introduced in 1983’s Uncanny X-Men #166 during a story where the mutant team travels to an alien world that has been infested by a parasitic race called the Brood.