For ages ago,Mortal Kombat originated as a peacefull shaolin tournament(without killing) in which warriors from around the world were invited,the champions back then were unknown,also the champion would stop aging untill he is no longer champion.
Then shang tsung,under shao kahn's orders,won the tournament and cursed it into the bloodshed tournament filled with killing that is the mk we know now,and was forced(although he rather seems to enjoy doing it) to take the soul of every warrior he defeat's to apease the gods who cursed him despite already being champion.
as you all know,after nine victories,in the tenth tournament the great kung lao defeated shang tsung,and as a result shang tsung failed to apease the gods and lost his youth,aging quickly.
but it was not over as shang tsung invited goro who killed the great kung lao and became the champion,for 500 years shang tsung stopped aging any further by taking to souls of goro's defeated opponents and goro stopped aging simply becouse he was the champion.
in the tenth tournament and the tournament of mk1,liu kang defeated goro and afterwards defeated shang tsung,and from there the story continues as we know it.
so the very first mk champion was none of the listed charectars,however, the first person we know of to have become mk champion is indeed shang tsung.
most of the info taken from the mk1 comic but i could be mistaken.
as for why shang tsung was much more worried about liu kang than goro.
to shang tsung the pattern was the same,since last time after nine consecutive victories in the tenth tournament the great kung lao came and defeated him when he was so close to opening the portal between earth and outworld.
it is happening again,after nine consecutive victories, the great kung lao's decendant liu kang came,exactly when shang tsung is so close again,shang tsung thought the same thing might happen again,and guess what,it did afterall
as for goro,goro is the strongest shokan warrior who is prince of kuatan and ruler supreme of the shokan's armies(this info also taken from mk1 comic) who viewed liu kang as a simple small powerless human weakling, as he would view almost every other human since the majority of them really are weak compared to the shokan.
To goro's downfall,liu kang was an obvious exeption.