I'm finally at my favorite point in playing Bethesda games -- where I know enough about the lore to really use the game as a tool for story telling. This is the character I am just starting:
SPOILERS for Fallout 3 & 4
All Cole ever wanted was a family. He spent the first eight years of his life under unspeakable conditions in The Pitt before the scourge, watching as everyone who tried to take care of him mutated or went mad. No one could be trusted and no law existed.
Then the Brotherhood of Steel came and took young Cole away. He had never seen metal men like this before, and immediately thought they were angels. He learned they were only people, but they were people with a strict code. They were not affectionate, but they were not cruel, and above all their actions were always consistent and predictable. He grew to love these people, and more importantly he grew to love the the ideals of the brotherhood itself. People could disappoint you, but Order was salvation.
He became an initiate and followed his new family to the capital wasteland. He despised the wasteland savages, not so much for the situation they found themselves in but for the fact that from his perspective they did little to improve themselves. It is one thing to find yourself in chaos, it is another to revel in it and call it freedom. Real freedom was the strength to not be afraid and of having allies whose allegiances were plain and unchanging.
So when Elder Lyons began to stray from the path of total allegiance to the goals of the brotherhood -- when he began to value the people of the wasteland over his own soldiers -- Cole left with others who stayed true to order. Soon after, on a mission to recover technology from the Dunwich building, Cole found himself separated from his team. He began to feel disoriented, incapable of remembering where he was or how he had got there. He stumbled through black passageways tormented by vicious whispers that reminded him of his childhood terrors. He began to feel like his power armor was suffocating him, so he took it off. Stumbling out of its bulkiness though, he hit his head and lost consciousness.
When he woke up, he found himself in a lab on a table, connected to wires and tubes. There were doctors in the corner, whispering that it had not worked (WHAT hadn't worked? he thought, still groggy) and that they should send the soldier back to his unit. Another doctor countered that he would be sick for some time and should be given leave.
Cole lost consciousness again and awoke to find himself in yet another strange place. This time it was a house and he was in the most comfortable bed he had ever been in. He was extremely feverish and could not speak. As he faded in and out of consciousness, a woman was often there. He came to understand that she thought his name was James. She believed herself to be his wife. She believed he had been the victim of a chemical attack during a battle he had fought. That he had first been pronounced MIA but miraculously the military had found him. And, most importantly, that she loved him. She was so kind, and existence was so peaceful -- even more than the brotherhood, which was orderly but never serene -- that he began to believe her.
When he could finally walk to the mirror, he saw a face that looked similar to his but was not his own. But, he corrected himself, it was his now. However he had gotten this life, he liked it. He got better and returned to life in the military, an existence not so different from the brotherhood. Except now he got to come home to the most beautiful loving person he had ever met. Of course he knew he must seem strange to her, but she never let on if she saw a difference. He stayed up many a night wondering if he was being cruel to her or cruel to some other man whose life he had stolen. But what was he supposed to do? Who would he help by speaking the truth? All he could do was try to be worthy for what he had been given. And to give her what she wanted: a baby.
So they brought Shawn into the world, and James/Cole almost believed his previous life had been a dream. Almost. Until the bombs fell.
Now, as the sole survivor of vault 111, he finds himself almost back where he began. As his previous life comes flooding back, he knows the only thing that will save himself, his son, and the world is the safety of the brotherhood of steel. He must find the brotherhood and convince them to help him. But for the first time in his life, he understands divided loyalty. He loves the brotherhood, but now he loves it not for itself but for what it can do for the one person he loves even more: Shawn. He must convince the brotherhood to help save Shawn, one individual in a sea of suffering -- the same sort of "sentimental" mission that Elder Lyons would've taken on and that Cole had never before understood. Cole is once again alone in the wasteland looking for a family, and his only hope is that in using one to find the other he can somehow manage to restore both. Or at least one.
http://www.avclub.com/article/readers-fallout-4-backstory-even-more-tragic-origi-230474