It's almost impossible to really choose one character who had it worse than everyone else, each of them suffered.
Most have either been outcasts, lost the people closest to them, had to kill their loved ones or were left all by themselves but I reckon that the one who suffered the most is Sasuke (No hate, it's only my opinion) Sasuke had everything, a clan that admired him and his brother as genius's, a respected father captain in the police force, a loving mother and a brother he looked up to and loved with everything he had.. Sasuke had more to fall, he went from a happy, cheerful child to a cold hearted, shell of his former self. Sasuke watched Itachi murder everyone in his clan (granted he didn't wittness every murder but he saw a lot of corpses or his clansmen) as he burst through the door to see if his mother and father were still alive he saw Itachi standing over them straight faced and Sharingan activated, everything he loved destroyed in one night, not only did he have to live with the memory of that night he trained everyday to kill his brother, the one who he admired the most. Sasuke slowly forgot the love he had in his heart and traded it for hatred and solitude, Sasuke briefly began to care for Naruto, Sakura and Kakashi but wittnessing how strong Naruto was getting showed how much time he was wasting with team 7 and when Itachi defeated him as easily as he did the night he murdered the Uchiha clan Sasuke threw aside all will to care for another person, he devoted himself to training and the only thing he ever thought about was becoming stronger, hatred and revenge consumed him only to find out that Itachi did love him, Itachi did what he did so Sasuke would live. Everyone else found peace except Sasuke, Sasukes whole life has been a struggle and loss... or atleast that's what I think