Many of the most compelling stories in video games (and other media) begin with an element of tragedy to stir the hero up to action. In many games it is the destruction of or an attack on the hero's home town. Secret of Mana, Tales of Phantasia and Symphonia, Dark Cloud, and Breath of Fire as just a few that use this. Even Phantasy Star does it. Other games use missing or captured people - Super Mario and Chrono Trigger for instance.
Just how important is tragedy to a hero's story? Can you think of any games that don't use some kind of tragedy as a major plot device to get the hero into action?