Short answers, pulled from the story.
Connor MacLeod was created by Gregory Widen, a film student at the University of California, Los Angeles (UCLA), who wrote the character as a class project. The script was inspired by a vacation to Scotland and England and by the 1977 Ridley Scott film The Duellists. Widen's instructor advised him to send it to an agent, and it became the first draft of the 1986 film Highlander.
Connor MacLeod was portrayed by Christopher Lambert in the Highlander film series and in the first episode of Highlander: The Series. Lambert was cast by director Russell Mulcahy after Mulcahy saw a photograph of the 28-year-old actor in his role as Tarzan in Greystoke: The Legend of Tarzan, Lord of the Apes. Kurt Russell had originally been cast but dropped out.
Connor MacLeod was born in 1518 in Glenfinnan, Scotland, near the shores of Loch Shiel. He experienced his first death in 1536 during a battle between the Clan MacLeod and the Clan Fraser, after which he stopped aging and began his life as an immortal.
Connor MacLeod's primary mentor was Juan Sanchez-Villalobos Ramirez, an immortal Egyptian whom Connor met in 1541. Ramirez taught him his true nature, sword fighting, and the rules of the Game. Highlander III: The Sorcerer also revealed a second mentor named Nakano, an immortal Japanese sorcerer who trained Connor in a cave on Mount Niri.
Connor MacLeod is beheaded by his kinsman Duncan MacLeod in Highlander: Endgame (2000), at Connor's own insistence. After years of isolation following the death of his adopted daughter Rachel Ellenstein, Connor concluded that Duncan needed to absorb his power and knowledge to defeat the villain Jacob Kell. His final words were "Goodbye, Duncan, my true brother."
The Quickening is the energy that immortals such as Connor MacLeod are born with, which causes them to stop aging and heal from any wound after their first death. It also connects immortals to nature and allows them to sense each other. When one immortal beheads another, they absorb the defeated immortal's Quickening and gain their power.