Tails. While he's always depicted as cheerful, it's not without implications that he's so cheerful because of how much better his life is. Before he met Sonic, Tails was an orphan, growing up alone on Westside Island.
Sonic Origins even reveals that two foxes were bullying him for his two tails...that is, until Sonic stepped in.
Knuckles. He's the last of his kind, and has dedicated his life to guard the Master Emerald forever, due to being the last guardian, which at the same time means he has to restrain himself away from friends, unless it's very important, but he has never once whined about it. Knowing he's doing the right thing, he sticks to his duty, and keeps a cool head.
Shadow and his backstory, as depicted in Sonic Adventure 2 and Shadow the Hedgehog.
