Final Fantasy 7

WARNING!!!! Spoilerifics all over the page. Plus, I'm only providing info on characters I like!
Cloud
Starting off, he's a mercenary working with AVALANCHE, a group who want Shinra Corp. to go belly up because the company is corrupt. As you later learn, he was a SOLDIER trainee, who was made into an experiment for Doctor Hojo, which puts him on a unique level of connectedness to Sephiroth. Because of this, and the fact that he never made it into SOLDIER he shamed himself into forgetting, and with the death of his friend Zack, absorbed Zack's personality.
Vincent
After finding him in the Shinra mansion and sort of talking him into joining you, you find out that he was once a TURK, and was made into an experiment for Hojo- kind of familiar theme here- and just wants to destroy Hojo for that.
Yuffie
She joins your party after talking to her for a while, and then she turns out to be a nobleman's daughter, who steals materia to sell, or collect, for the fame of her homeland.
Sephiroth
Speaking of experiments, Hojo's favorite found out what he was and went mad. Its the job of Cloud and co. later, to eliminate him before he eliminates the planet.
Zack
He befriended Cloud while Cloud was a soldier, and was turned into an experiment for Hojo, right alongside. He didn't react as badly as Cloud did, though, so when the two finally escaped, he was the one who got shot up, which unintentionally gave Cloud the opportunity to forget his real past, and cover it up with Zack's.
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