My Shepard was a Colonist Sole Survivor. Even before the trilogy, his life wasn't too good. During the games, he was Paragon, always trying to save lives as often as possible. He had a relationship with Ashley, but then Virmire happened. After making it his mission to keep the Reapers from coming, he gets killed, and then revived by the people who wiped out his entire squad.
While being forced to work for the closest he has to a second arch enemy, still getting used to everything he is going to have to do, and then finds Tali again. Although he didn't expect it two years ago, he started to care about her, even falling in love with her. Sadly, the events of Arrival messed up his plans.
Between having to destroy a star system, six months being on house arrest, and then the Reaper war, he started to lose it, but it changed when he found Tali again. The fact that Rannoch was were he was able to get on foot and help destroy a Reaper Destroyer almost seemed like that was planned from the start, in addition to the firm declaration that "Nobody else dies today!". After the good-bye conversations in London, he made the run to the Citadel with Tali, and his good friend and support, Garrus.
But then the ending hit. Garrus and Tali were apparently hit with a Soverign class Reaper's laser, and were nowhere to be seen, and Shepard ended up dying on the Citadel. It was a massive slap to the face.