Gene's backstory, particularly the part where he and Belle were going to be married. They had set everything up, and even had Cynthia (the champion of Sinnoh) willing to officiate the wedding with their friends all happy for them. What messed up what should have been the happiest day of his life? His own mother calling the police, and effectively turning him into an international criminal when he tried to invite her to the wedding. His therapy session later shows how much this hurt him.
Despite getting married and having made much more friends since coming to Equus, it's still tear-jerking to realize that rangers are still trying to arrest Gene and Belle. They've still got a ways to go before they truly get their happy ending.
If you think Gene's backstory was bad, well he's got nothing on Jayce. While Gene's parents were presumably with him (at least until the above mentioned fiasco), Jayce was orphaned at age 13 when his parents took him on a cruise sponsored by his father's boss, which turned out to be a trap set up to kill anyone and everyone involved in a certain 'project', leaving Jayce the only survivor. Now, try to imagine how a 13 year old boy who loved his parents so much that he didn't want to go on a Pokemon Journey (something that most kids in the Pokemon World do at the age of 10, even the ones who are shown to have good relatioships with their parents), suddenly realizing that everything he loved was brutally torn from him in one night.