For starter, the whole game. Yes, You've been traumatized by horrible things. Yes, you're living a life that may potentially lead to one of multiple horror filled and nightmarish ends. But even in Changeling, there is hope that one day, you can reunite with your fetch peacefully and regain wholeness, or come to grips with your powers without descending into Madness. The hope may be small, but if the appearance of the Court of the Dawn (The Court powered by the emotion of HOPE) is symbolic of anything, its that even for the Lost, hope can burn brightly and powerfully enough to give a chance for a better tommorow.
The fact that despite everything that happened to them, Changelings still managed to rebuild a more or less functional society where there are genuine efforts to support each other. Even after all the things the True Fae made them go through, they haven't all lost their sense of compassion and support.