Favorite MK character? Original-flavor Subzero. Just the concept of the 'freeze your opponents' idea was hella-cool to me. And while you have his little brother, Sub-Number-Two isn't half the die-hard assassin Sub-Number-One is. Plus, about all the ninjas-types looking the same in this game? Man, Scorpion and Subzero (and probably Smoke) are the only ones with proper history. The rest...why are they in those outfits? Nobody from Outworld is part of or associated with Subzero's order.
As for made up one? See, I actually did that once when I borrowed one of the games with a character creation bit. To which, I have an ice dragon in humanoid form (Zeig Pharaoh, by name) who walks through the chaos on a mission which...actually has little to do with Mortal Kombat. The idea was that sometimes, people just get dragged into these things and MK never addresses that possibility.