Shireen Baratheon
There isn’t a “Game of Thrones” character less deserving of their tragic fate than Shireen. Suffering from greyscale was bad enough. But she also had to deal with a total lack of affection from her parents. To the point that they burned her alive as a sacrifice to the Lord of Light in a feeble attempt to win a battle. After all, you can always make more kids. But a throne, that’s forever.