Things would've been so different if his father had lived, even just a little longer. His father wasn't just anyone, by the way, but Jedi Master Mace Windu. When he was younger, Lando didn't mind people making the connection, but the older grew the more he realized he had to be more discreet about it, hence the adoption of his mother's maiden name and subsequent erasure of all public records to the contrary, the latter of which helped suggest the course his life was to take.
But he never forgot, and he never stopped trying to understand the life his father had led. It was famously part of the Jedi code for love to be forbidden, which was to say romantic relationships instantly made impossible. By all accounts that's exactly what Mace Windu did, too, except as one of the most powerful practitioners of the Force and second only to Yoda as the most significant member of the Jedi Order, there were ways around the rules and he knew all of them. Lando figured he owed his business savvy to his father, too.
The Calrissians were a respected family who had spread themselves across numerous worlds, to the point where they forgot which one was supposed to be home. Lando's father met his wife on Coruscant, so that his bride was hidden in plain sight, and that was where Lando himself was born, so that he would always think of himself as a city-dweller above all else, an environment that was always good to him.
When he discovered the circumstances surrounding his father's death, it instilled in Lando a certain amount of fear in risks, not small ones like the kind to be found among gamblers, but big ones, such as being concerned with matters of the Empire.
The thing was, however, that Lando inherited his father's gift with the Force. It certainly wasn't something he advertized, but a set of skills he dabbled in when he had the chance. That was how and why he lost his ship to his pal Han Solo, because he knew it was needed elsewhere. That was also how he ended up in Cloud City, because he knew he needed to be there.
There was a certain amount of cynicism that hindered Lando along the way, a lot of resentment that he had to work on over the years. He felt abandoned, forsaken, connected to some parts of his inheritance but not others. There were times he thought his father died a senseless death, and others a noble one.
At any rate, these were all reasons he fancied wearing a cape, too.