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Lucian's work and subsequent travels took him throughout the Roman Empire, both as a rhetorician and surely as a spectator. From his writings it can be taken that he lived in at least the following places: Samosata, Ionia, Greece, Italy, Gaul (modern France), Athens, Rome, and Egypt.
No matter how far and wide Lucian travelled, he never forgot his home in Samosata. He encourages others to give back to their home communities, for the community had instilled in Lucian his values and sense of the law.
And surely men gather culture and learning, that they may thereby render themselves more serviceable to their country; they amass wealth that they may outdo their neighbours in devoting it to their country's good. And ’tis no more than reason; it is not for those who have received the greatest of all benefits to prove thankless; if we are grateful, as we doubtless should be, to the individual benefactor, much more ought we to give our country her due; against neglect of parents the various States have laws; we should account our country the common mother of us all, and recompense her who bred us, and taught us that there were laws.
Quote from "Patriotism" by Lucian
Lucian and Christianity have a checkered past. Lucian has been considered to be hostile to Christianity (see his Suda entry below, but a few modern scholars have refuted this point saying that he is being "amusingly tragic". Overall, Lucian had little to say about Christians and Jesus, and what he did say was couched in the same satirical language that can be found in his treatment of other religions like paganism. Nothing was sacrosanct to Lucian.
Lucian gets a lot of coverage from Christian apologists because he was one of the first witnesses to Christianity in secular literature. How accurate Lucian's depiction of Christianity is questionable for various reasons. I think it is best to place Lucian's words in context and make the judgment yourself. The evidence can be found in two dialogues of Lucian: Alexander and The Death of Peregrine. You can read my interpretation HERE.
Lucian, along with other personages from the 2nd and 3rd centuries AD, was considered part of the Second Sophistic. It was a period typified by a resurgance in the importance of rhetoric, oratory, and Hellenism. The movement as a whole was seen to be a way for Greeks to maintain their Hellenic identity under the auspices of the Roman Empire.
Sophism was the revival of the use and value of higher education in the Roman Empire during the 1st and 2nd centuries AD. This also included a renewed emphasis and importance of rhetoric and oratory. The practice and teachings were modeled after the Athenian vocabulary of 400 BC, as well as the Hellenic traditions of that time. The sophists were great lecturers and declaimers who esteemed to address various issues of political, economic and social importance. Thus, they served a vast array of positions from educational and social leaders, to ambassadors, Imperial Secretaries and high priests. In these orders, they won the favor of Emperors who would restore their eastern centers of intellect. Some like Lucian were steeply into Atticism (an artificial purest movement favoring archaic expressions).
Quote from Wikipedia - Second Sophistic
In line with the principles of the Second Sophistic, Lucian used the c. 400 BC Attic Dialect to compose all of his writing (save for the "Syrian Goddess", which is stylized after the Ionic Greek of Herodotus).
There were other members of the Second Sophistic that we have knowledge of their life and writings. When studying Lucian it is important to study his contemporaries and his historical time period. Listed below are some of the prominent members of the Second Sophistic:
It is a truism with no pretensions to novelty that there is nothing sweeter than one's country. [...] It is well enough when you are comparing States to investigate the questions of size or beauty or markets; but when it is a matter of choosing a country, no one would exchange his own for one more glorious; he may wish that his own resembled those more highly blest, but he will choose it, defects and all.
Quote from "Patriotism" by Lucian
In his work, "Patriotism", Lucian sets forth the idea that no matter how far, intellectually and physically, one may be from one's fatherland, one is not likely to replace it for anything. There is a certain connection we all feel with our fatherland, no matter what current affairs may be like. Lucian travelled extensively throughout the Roman Empire, but he always felt a distinctive draw to his first home in Samosata.
In a sort of "conversion", in mid-life, around the age of 40, Lucian turned away from rhetoric, the profession and its writings, to a new profession of professional writer of mostly dialogues, in particular the comic dialogue. Some have said that he reached the typical Greek "acme" of life at the age of 40, considered a turning-point in a person's life.
Lucian discloses this shift from rhetoric to a new type of comic dialogue in his work "A Literary Prometheus". He considered himself a Promethean figure that brought a new form of literature down from the rocky crags of the Caucasus.
And here comes in the apprehension of yet another Promethean analogy: have I confounded male [Dialogue] and female [Comedy], and incurred the penalty? Or no — when will resemblances end?— have I, rather, cheated my hearers by serving them up bones wrapped in fat, comic laughter in philosophic solemnity?
Quote from "A Literary Prometheus" by Lucian
It is generally agreed that Lucian spent his last days in Egypt probably working under the prefect of Egypt as a government clerk. His position was probably responsible for handling aspects of the prefect's administration: perhaps maintaining the judical calendar or announcing officials to the prefect's court. These sorts of positions were common with the literati of the Roman Empire.
Lucian's death is shrouded in mystery. The Suda, a Byzantine encyclopedia written many centuries after Lucian, hints that he died by being torn to pieces by dogs, which is doubted by many scholars. The text is here:
LUCIAN of Samosata, nicknamed blasphemer or slanderer, or better to say godless, because in his dialogues he ridiculed the things said about the divine. He lived in the time of the Emperor Trajan and later. Early in his career this man was a lawyer in Syrian Antioch, but, after proving unsuccessful at this, he turned to writing and wrote endlessly. The story goes that he was killed by dogs, because he turned his savagery against the truth (i.e. Christianity); for in his "Life of Peregrinus" he attacked Christianity and slandered Christ himself, the scoundrel. Wherefore he paid sufficient penalty for his rage in this life, but in the life to come he will inherit with Satan a share of the Eternal Fire.
Quote from "The On Line Suda", entry Lambda 683, http://www.stoa.org, 5 May 1999.
I am glad you do not palter with the truth. But what are your hopes in pursuing philosophy, then? You see that neither your own teacher, nor his, nor his again, and so on to the tenth generation, has been absolutely wise and so attained Happiness. It will not serve you to say that it is enough to get near Happiness; that is no good; a person on the doorstep is just as much outside and in the air as another a long way off, though with the difference that the former is tantalized by a nearer view. - Hermotimus, 77
The Hermotimus likes to evoke the concept of infinitude to explain why Philosophy as a subject and discipline is ultimately futile. If one man is not wise, and his teacher is not wise, and his teacher was not wise, and so on - who then is wise from the teachings of Philosophy? Infinitude is a great way to show futility as almost everything over the course of time gets degraded including in this case Philosophy.
Philosophy by its very nature is indeterminate - look at how Socrates refused to acknowledge that he knew anything. Lucian's contention is that when philosophers turned into dogmatists, that is when the discipline turned sour. There are a few examples of people who eschewed this characterization. One is Lucian's own example the Life of Demonax. However, Lucian's view is that Stoics, Epicureans, Platonists, etc. have all lost the original impetus of Philosophy, wonder and ignorance (e.g. indeterminate things).
I recommend that you read the Hermotimus to get a good grasp on how Lucian argues against philosophical dogmatism. His arguments are solid and can be convincing.