It is never any fun to read about a character that doesn't suffer. They have to feel pain, or no one will care about their story. And then you have to stack the odds against them.
Think about the Hunger Games. Katniss has suffered pain; the lose of her father, the emotional abandonment of her mother, the burden of protecting her sister, the daily fear of hunger. And then the odds are stacked against her; her sister is chosen for the reaping, she volunteers in her sisters place, she feels an obligation to Peeta for his help in the past, she feels an obligation to her sister....to Rue. The weight on Katniss' shoulders only continues to grow. And we follow her for it.
The more your character bears, and then survives, the more we will love them.
Sorry about the brevity of this post. I have had a busy weekend.