*SPOILERS!!!*
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Whenever I play this game, I feel a strange kind of sorrow that's hard to put into words.
I feel this sorrow because of one character: Yuna.
I think her mission adds a unique kind of darkness to the whole storyline: you're off to that place where Sin resides, and you have to defeat him.
Yeah, that would be a fairly simple storyline in itself, but this time one of the characters has chosen to sacrifice herself.
Personally I spend the whole game feeling sorry for Yuna.
I'm pretty sure she does survive anyway, but you won't know it the first time you play the game.
It starts already when you're leaving Besaid Island: lots of people are crying when she embarks the boat, as does she.
She shows them a sign of farewell, and sets off to her doom.
You can see her standing there, with the other characters, and you always feel sad because you think she'll soon be gone forever.
It's a very strong and touching part of the storyline.