Danny Rand travels a long way to get back to New York City in the Netflix series Marvel's Iron Fist. Finn Jones plays the city's next comic book vigilante and the fourth and final member of the upcoming Defenders series, along with Jessica Jones (Krysten Ritter), Luke Cage (Mike Colter), and Matt Murdock (Charlie Cox). Like DC's Oliver Queen, Danny is presumed dead by his family at the beginning of the story. But when the billionaire heir went missing for 15 years, he sort-of ghosted them on purpose. Danny Rand studied martial arts and Buddhism in K’un-Lun in Iron Fist. K'un-Lun is a fictional city that holds a lot of meaning in Marvel lore. (Spoilers from the comics will be discussed below, which may or may not correspond with the show!)
K'un-Lun is also known as "The City Of The Immortals" or "The City Of The Damned" in the Iron Fist comics. It's located in the Kunlun Mountains in Tibet, which is a real Chinese mountain range. The beautiful, golden city, however, is myth itself. K'un-Lun is one of seven interlocking Capital Cities Of Heaven; they only appear on an accessible, physical plane according to a set cycle. When the cities form one massive capital every 88 years, their "champions" compete in a battle for honor. (Think: the TriWizard Tournament, but with kung-fu.) In one battle, the Iron Fist wins K'un-Lun the prize of appearing on Earth more frequently than the rest of the Capital Cities — every ten years.
(There's an intriguing fan theory that Daredevil's Madame Gao is actually the Crane Mother, ruler of one of K'un-Lun's sister cities and a nemesis of Iron Fist. It's supported by her conversation with Kingpin when she says she'll be able to return home soon, as if home had been inaccessible to her for a time.)
The pioneers of K'un-Lun are not human, unlike Danny. A spaceship crash and a busted warp drive landed them on a new home that shifts between Earth and other realities. Over time, the remnants of that ship became the Central Hall of Ancestors; there's also a Tree Of Immortality in the city that represents a tempting offer for any incredible but still fallible humans walking around. The alien castaways shared the city with the Dragon Kings, shapeshifting sorcerers. One of those sorcerers turned a man into an immortal serpent called Shou-Lao the Undying. After training for years in K'un-Lun, Danny Rand defeats Shou-Lao, puts his hands into the serpent's heart, and claims the power of the Iron Fist. That's what enables him to harness his Chi and augment all his already heightened abilities.
What Danny Rand doesn't realize when he comes to K'un-Lun as a child is that his father also lived there for years, marrying and having a child with one of its original residents. He returned to Earth in grief after his wife was killed by his rival. When Wendell Rand and his second, human wife bring their young son with them to find K'un-Lun again, they are killed during the journey. Orphaned Danny stays on in the city, following in his father's footsteps and learning everything he can. But he accepts the Iron Fist power, where his father declined it.
Why turn away from peaceful immortality in a serene alien home to return to a teeming, corrupt city? I suppose Iron Fist will explain Danny's reasons for abandoning his home of 15 years.