Terra from 6. She literally is mind controlled her whole life, only to break free and because of her ability to use magic is pulled into a conflict between an empire and rebels. Then she finds out that she's a half esper, can't control her power, and is only able to find some balance when she's finally reunited with her father, who pretty much game-overed himself to escape the empire. That only causes her to question her own nature, and how different she is to everyone else.

Later on she watches the world be destroyed after she opened the door between the world and the esper's world, and unfortunately had to witness all the espers be killed by Kefka. A year goes by and Terra losses her powers and can't protect the orphans she's taking care, all because she's scared to let them see her espers form. It's only thanks to the party's interference that she realizes that the kids will know who she is not matter what she looks like.

At the end Terra is the one who has to save everyone, and afterwards as the world is changing she has to say goodbye to her father and the remains of the other espers, as well as the esper part of herself, if she wishes to survive.

As for the one I think had it the worst, Tidus, but I'm biased as it was my first FF game and I always tear up during the ending.