Sorry that I was such a long time approving this club, I seemed to have overlooked it. It sounds really cool though! Sign me up for it. The pokemon lore is what I love most about the franchise!
Some Pokemon that I think have really interesting origins stories are Ninetales, it's a kitsune straight out of Japanese folklore. I especially like how it's lore is expanded on in the Mystery Dungeon series, the curse that befalls you if you pull on one of it's tails. The episode Just Waiting on a Friend was also interesting to me to learn just how long a Ninetales can live.
Dratini, my favorite line of Pokemon, also has a really interesting basis if you dig underneath the surface. Dragonite is not only cute as a button in my eyes, but there is a good reason that it changes so dramatically from the pretty aquatic snake dragonair. That's because this evolutionary line has it's roots in Korean mythology, specifically the Imoogi, a benevolent water creature that brings good luck to the rare few who behold them. This Serpent dreams of becoming a dragon, and if they live 1,000+ years and catch a gem that falls from heaven at the right time their wish will be granted. That's why Dragonair has that beautiful blue orb on it's neck. It's a wondrous story.
Gyarados is a fun one too. It's evolution from Magikarp is one of the better known bits of lore from the Pokemon, stemming from the Chinese legend if a determined carp manages to swim to the waterfall the Dragon's Gate and leap over it then it will turn into a dragon.
I also love the Pokédex entry for spiritomb and the world building in game with the keystone and all the spirits bound to it. I don't mind a challenge to complete in the main story.
Most legendary Pokemon have cool back stories too. I especially like the myth of the heroes of truth and ideals in Pokemon Black and White, and how Reshiram and Zekrom are used in game. The burned tower and how suicuine, entei and raikou came to be is another.
