Wolfox

Lucina is a time-traveling Princess and daughter of Chrom (the main Lord of Awakening) and a descendant of Marth, the Hero King. In her future shit hits the fan pretty badly because the Fell Dragon, Grima, was resurrected. This eventually led to the demise of her parents and the parents of her companions (like Owain/Odin Dark for example). She fights using the Sword of her father to protect the Earth from Grima for as long as she can until she goes back in time to try and stop shit from hitting the fan. While in the past (without Chrom being aware that she is Lucina) she dawns the name Marthand a butterfly mask to hide her identity. When she is found out and meats with Chrom to reveal herself as Lucina, she simply loses her strength for a bit and cries more than herself (baby Lucina is alive at that point, which can lead to this:

Anyway, back to why she's my favorite).

In general, her story is one of despair and death. Yet she has never once given up. Always pushing herself to her limit. granted she is extremely serious about most everything. And when she lets loose.... let's just say she once named her sword (Parallel Falchion) "Stingy Demon Poker, or something). and she has a great weakness.... bugs. She can not handle bugs.