I first found Cave Story... five years ago, maybe six, though I don't remember how. I didn't get any sort of recommendation from a friend, I simply found it while browsing through the tubes and decided I'd give it a go. I did nothing but play it that whole weekend until I beat it. Although it has plenty of good points that I enjoyed and grew fond of, there's one thing that deserves the most mention.
Toroko's death made me cry like a little bitch for a straight week.
Despite how little screen time she gets, I grew to like her pretty quickly. She obviously lacked any sort of strength, and when you combine that with her efforts and drive to stand up for what's right, I found that incredibly endearing. Then there was the Sand Zone fight. When Toroko poofed (i.e. died) after defeated, I thought she was warped away. "Okay, I calmed her down and she's elsewhere. Good." Then King went poof, and that made me stop to think for a moment. Oh lordy did that hurt, knowing that not only did she die, but she was killed by your own hand.
For the next week I was a complete wreck, I couldn't focus on any of my work. Admittedly, around that time I was generally stressed out and overall a little less stable, but still. That's part of why Cave Story is one of my favorite games, because not only is it rare that a game strikes a genuine heartstring like that, I don't any other game has hit me that hard. I know it seems kinda silly getting worked up over the death of someone who doesn't exist, but good storytelling is all about emotional attachment, I suppose.