Gohan. He starts out as something of a nerdy crybaby, but then he's kidnapped (twice in the same day!), abandoned in the wilderness, watches his father get beaten and killed, watches his kidnapper-turned-father-figure get beaten and killed, watches a bunch of his father's friends get beaten and killed, and watches his father's best friend get beaten and almost killed, all in the first story arc! This is repeated in the following story arc, with the deaths of Krillin and Dende, and more beatings for Goku and Piccolo. It finally culminates in the Cell arc, when Cell deliberately goes out of his way to piss Gohan off and he dutifully shows us why we should Beware the Nice Ones by reaching the first level beyond Super Saiyan, by shifting from All-Loving Hero Jr. into a brutal, sadistic, homicidal maniac that would make Frieza proud. Then his father dies. Post-Time Skip, aside from the Super Hero gig, Gohan's retired from fighting in order to attend high school and take a shot at just being a normal kid, but once he re-takes a level in badass and finds out the Big Bad murdered everyone, including his Love Interest and mother? DBZ is nothing if not repetitive! The Future Badass version, who suffered the permanent loss of everyone he knew at a young age, does not even approach this level of power or heartbreak.
Speaking of Bad Futures, poor Trunks grow up in a world slowly dying because of the androids. Everyday more people are pointlessly killed until his best friend, master, and spiritual brother is brutally murdered and left to rot in the middle of the street. This breaks him and causes him to finally go Super Saiyan. Unlike other examples, however, he's still too weak to fight the androids and can't avenge his master even three years later. In the timeline where Cell comes from, Trunks is unceremoniously killed by Cell and his time machine stolen. Poor guy suffers so much.
Gohan actually got an episode seemingly centered around this. Early on, Gohan had apparently been watching too many Disney movies, as he's constantly trying to make friends with butterflies and squirrels, asking them their names, etc. Then an early Z episode shatters any illusions he may have had about nature being cuddly and cute. He meets a wounded dinosaur and attempts to nurse it back to health, applying a poultice to its injuries and gathering food for it. There's a short scene where he imagines how cool it will be to keep it for a pet and have adventures with it, illustrated in a cute super-deformed style. Then a short while later, another dinosaur attacks it, and Gohan fails in fighting it off and gets knocked senseless, awakening to find his new friend's bones scattered on the ground. The lesson: stop baby-talking at nature, little five-year-old, it doesn't like you. He spends the latter half of his training eating that other dinosaur's tail, bit by bit, for breakfast. Payback is not only a bitch, but apparently delicious.
Much more mild, and much, much shorter versions of this trope were applied to Gohan's younger brother Goten, who watched the Big Bad murder his mother in cold blood after his father returned to the Afterlife and he was led to believe that Gohan himself was dead, and daughter Pan, who was nearly killed by various Brainwashed and Crazy family members, including Gohan himself. Surprisingly, unlike the others, she didn't go Super Saiyan or have a nervous breakdown by the end of that story arc.
The King Piccolo Saga was anything but kind to poor Goku. First, he loses to Tien because he has the bad luck to hit a truck while he is falling. He then forgot his Power Pole and Dragon Ball because he's tired and hungry, so Krillin goes to retrieve them. In the anime, Goku has a bad feeling about letting Krillin go, but didn't voice it. After waiting for Krillin to return, he gets a vision that his friend is in grave danger and rushes he to the stadium, only to arrive too late. Krillin is dead. In a complete fit of rage, he runs to find his friend's murderer. When he does, he gets the crap beating out of him because he's too weak to put up much of a fight. He's left unconscious in a forest, presumed dead. When he does finally get his revenge on Krillin's murderer, King Piccolo finds him and nearly kills him and takes the Dragon Ball he was guarding off his lifeless body. Broken and barely able to move, he's driven to Korin's Tower so he can heal his wounds and get more powerful. Then he is told that he surpassed Korin long ago, and can therefore learn nothing more from him. He also learns that his father figure, Master Roshi, was murdered by Piccolo. By this point, Goku reaches his breaking point and is ready to charge Piccolo, not caring if he gets killed. Knowing he can't stop Goku from going after Piccolo, Korin gives Goku access to the Ultra Divine Water that greatly increases his power. Goku is finally able challenge King Piccolo, but near the end of the fight, Piccolo takes Tien hostage and breaks his arm. He's then told that moment that the Eternal Dragon has been destroyed so no one who has died can ever be wish back, just before Piccolo breaks his leg, making him unable to even stand. As Piccolo flies up to give the final death blow, you can see just how pissed off Goku is about everything that has happened to him.
Broly, since his birth, had to endure several life-threatening situations. For one thing, King Vegeta attempted to have Broly executed just because he felt he would have been a threat to the royal family due to his power level of 10,000. Shortly after that, as well as being tossed into a dump along with his father (who was also nearly executed because he attempted to stop Vegeta from executing his son), he also narrowly escaped with his dad from Planet Vegeta's destruction by Frieza, and was also implied to have spent most of his childhood constantly in hiding and also in constant pain and fear, and eventually started developing Ax-Crazy tendencies. Later, his dad also forced him to wear a Hypno Trinket / Power Limiter due to fearing his power, and was later used to destroy the South Galaxy as part of a revenge scheme against Vegeta.
