Captain Falcon did not originate from fanon, and the information on this page may not be entirely accurate to their canon. You may read more about this subject in the context of their canon on the following wiki(s):
English Eric Kelso (GX) David Wills (GP Legend)
Japanese Ryō Horikawa (Super Smash Bros.) Hideyuki Tanaka (Falcon Densetsu)
“You don't win by being lucky - you win by being bold!”
— Captain Falcon, F-Zero GX
Captain Douglas Jay Falcon is a 37-year old F-Zero pilot from the F-Zero series, hailing from the city of Port Town. In some games he is described as a mysterious racer who is adored by many viewers of the tournaments; in others he is a bounty hunter. Regardless of the continuity, however, he is popular among F-Zero fans, and thus considered the main protagonist of the series (albeit unofficially).
He was originally designed as a mascot for the Nintendo Entertainment System, but didn't gain a lot of popularity. However, his playable roles in the Super Smash Bros. series have cemented his status as a famiiar Nintendo character over the years.
Captain Falcon rides the Blue Falcon, which is his car in the F-Zero series and is his Final Smash in the Super Smash Bros. franchise.
Captain Falcon, like all characters from the original Super Smash Bros. title reappears in Jake's Super Smash Bros. once again as a playable fighter. Unlike many veterans, who have received changes in order to make them more-faithful to their series of origin, Captain Falcon's moveset remains unchanged. As with all his previous appearances, Captain Falcon's special moves consist of Falcon Punch, Raptor Boost, Falcon Dive, and Falcon Kick, with his vehicle from the F-Zero series, the Blue Falcon, appearing as his Final Smash. Captain Falcon has a new alternate costume based upon his appearance in the original F-Zero title's manual, and also has Rick Wheeler as an alternate costume.
Captain Douglas Jay Falcon is a superstar on the F-Zero scene. Captain Falcon doesn't really like to reveal much about himself, but that hasn't stopped his fanbase from trying to dig into his past. For one, he's a legendary bounty hunter once rumoured to have worked in the Internova Police Force. This, combined with his status as one of the best F-Zero racers, has earned him many enemies... though he lives in a fortress off the coast of Port Town, with an archipelago of race tracks he designed to practice on.
Captain Falcon (alt.)
You wouldn't think that someone whose biggest passion is racing would be fit for combat... but the F-Zero Grand Prix is a much different story. Vehicles get thrown about and wrecked with every twist and turn, forcing every pilot to build up the endurance they need to survive. Captain Falcon's no different: though he carries a pistol on his hip, Falcon is a master hand-to-hand combatant who can easily decimate the competition with his mighty Falcon Punch attack. When it comes down to it, Captain Falcon's truly a force to be reckoned with in any field.
After making a number of cameo appearances in the Mario Kart series, Captain Falcon appears as a playable character in Jake's Super Mario Kart. In addition to Captain Falcon becoming playable for the first time in the series, his Blue Falcon vehicle, which previously appeared in Mario Kart Wii, Mario Kart 8, and Mario Kart 8 Deluxe, returns as a vehicle part.
An amiibo figure of Captain Falcon exists! For more info about this amiibo, see this page.
Captain Falcon in F-Zero AX
Captain Falcon in Super Smash Bros. 64
Captain Falcon, as he appears in Super Smash Bros. Melee