Connor MacLeod (Christopher Lambert), the iconic protagonist of Highlander, only made one appearance in the entirety of the popular Highlander: The Series. The show focused instead on the adventures of fellow immortal Duncan MacLeod, while Connor only had a guest appearance on the show's first episode. The reasoning behind this was to give the series a tangible connection to the movies, though this also helped create some confusing issues with the timeline of both the films and the show.
The original Highlander followed Connor MacLeod, a Scottish warrior in the 16th century who died in battle but was resurrected and became an immortal. He participated in a competition between all the immortals - known as The Game - that saw them battling one another until only a single immortal remained to win The Prize. The film was critically panned at the time of release but was still popular and over time came to be considered a cult classic. It was able to spawn multiple sequels, the TV series that debuted in 1992 and lasted for six series and other assorted spinoffs.
The series, however, wasn't about Connor but rather a clansman of his named Duncan, who was also immortal. This was due to Christopher Lambert not wanting to commit to a show for multiple years. Instead, he made a guest appearance in the show's first episode 'The Gathering." The story reveals that Duncan has tried to stay out of the Game but a vicious immortal has hunted him down to kill both him and his girlfriend Tessa, only for Connor to intervene. The episode then establishes Connor's mentorship of Duncan over the centuries, much like Sean Connery's Ramirez did for him, and what he's been doing after the events of the first film. The episode ends with Duncan defeating the evil immortal and Connor being happy to see him back in the Game as they go their separate ways.
Connor's appearance in Highlander: The Series was meant to firmly establish a connection between the show and the movie series before shifting focus to an entirely new cast of characters. This strategy worked, as Duncan has become nearly just as liked by fans as Connor, but it also created tangled threads in regards to how the movies and the show fit together. The original Highlander had a definitive ending that left Connor as the only immortal left. Highlander 2 jumped through some convoluted hoops to keep the story going, but was thus ignored by 1994's Highlander 3. The third movie was ignored by the show, which retconned the finality of the first movie so that Connor wasn't the only immortal left.
This created multiple timelines and alternate versions of Connor within the franchise, but eventually, the series settled into the show's timeline and Connor reunited with Duncan again for the 2000 movie sequel Highlander: Endgame. Christopher Lambert may have not wanted to commit to a show for multiple years, but it was probably for the best he didn't. It allowed Highlander: The Series to stand on its own merits without banking solely off the movie's popularity, and allowed the franchise to be able to focus on more than just Connor MacLeod.