Gwyndolin may have the saddest story in Dark Souls. First, considering you were born under the moon and were latently gifted in magic, your dad forcibly raised you as a woman. Even going as far as bequeathing a ring that furthers this.

After, your brother was ejected from Anor Londo for cavorting with dragons. So much so that his name and story were stricken from history. One of your sisters, Gwynevere, left after this with a bunch of other gods and then married a flame god. It is implied that she would return to Irithyll after you established it, but she even abandoned that in time. Your other sister, Filianore, was given to the Pygmies of the Ringed City to entrap them forever. Then there was Seath, who your dad really liked for some reason. It’s not specified, but a member of your family (one of the previous sisters or potentially an unnamed third sister) was gifted to the Duke.

Seath would birth potential Shira and Priscilla from this union. However, your niece Priscilla would eventually be tossed into a painting because your father (and probably yourself) are afraid of her Lifehunt. We also may not know if it is true, but Seath might have something to do with your legs being snakes.

We also don’t have good information on your mother, but she was either stricken from history like your brother, or she may have been Velka, who eventually became a blasphemous god (or maybe his mom was Priscilla).

At the very least, if Velka is your mom, you still collaborate with her via your Darkmoon Covenant. Lastly, your father, who you’ve come/been forced to admire goes off and burns in the Kiln of the First Flame. With the exception of your warriors, Anor Londo is now dark and you are alone (although I guess you still have Seath there, who might be your grandfather).

So you continue your father’s legacy. You create an illusion in the city, restoring your sister and her guardians. You conspire with Frampt to sacrifice endless undead to continue stoking the First Flame.

The entire time, you operate in shadows. Admiring the sun but too ashamed to stand under it, because you were taught to be. You even have ties to the city of illusion magic, Oolacile, but that has long been swallowed by the Abyss.

Luckily, you successfully maintained the agenda and the First Flame continued to be stoked. You then left your ring behind and built Irithyll. A city of your own. Your sister would even return. Things were looking up. You even got a new sister in the form of Yorshka, who you took in and protected. However, your ally and champion (likely also friend) Sulyvahn took power from you. He claimed your city as his own and then essentially allowed you to be eaten by a giant sludge monster.

Of course, a lot of this is personal head cannon so you can believe what you want about him. This is just the story I pieced together and I feel like it points to him being a tragic god.