Possible Clues:

• Explorer Hernando
• 'Lost' character Ana Lucia ___
• Spaniard who defeated the Aztecs and conquered Mexico
• Aztec conqueror
• Mexico City conqueror
• Gregorio --, character played by Antonio Banderas in the film 'Spy Kids'
• Classic Nike running shoe
• Aztec leader being deposed sadly with soldiers entering — led by me?
• ''Conquering'' Nike shoe brand
• Sea of __ (Gulf of California alias)