Those familiar with Street Fighter Lore the Shoto clones Ryu and Ken learned their martial art style from Gouken. Gouken and Gouki (Akuma) were taught by Goutetsu. The art was named Ansatsuken and Goutetsu refused to teach the full art but Gouki was determined to master the full power of Ansatsuken and it's power consumed him. He challenged Goutetsu and murdered him with his own art form. Gouki disappeared and years later returned and Gouken and Gouki fought each other, as the fight went on Ryu and Ken witnessed Gouki kill Gouken...that's the legend as I remember it anyway.
There have been plenty of rumors of Gouken being in Street Fighter all the back to the glory days of Street Fighter II, with EGM's Sheng Long april fools joke. From that april fools joke Akuma was born, his first appearance in Super Street Fighter II turbo, when Street Fighter 3 was announced the rumor resurfaced but it was again a joke.
Even in the Alpha series Gouken was not introduced, which would be the most fitting time in Street Fighter continuity.
With Street Fighter IV rapidly approaching release the mysterious legend who learned from Goutetsu along side Gouki has returned! Here is the first pics of Gouken in Famitsu.