Gotta go with Little Busters. Clannad was my first, and it holds a special place in my heart but the whole concept of Little Busters is soul-crushing.
Also, there are some weird parallels between Little Busters and the Drawn to Life series, which were the first games that ever made me cry (that was back in elementary school). Basically, in LitBus we find out that the world was created by the mc’s friends to prepare him for a world where almost everyone he cares about is dead. In the Drawn to Life series you have a cutesy little world that has been taken over by shadow. Once you defeat the villain however, you find the purpose of the shadow. The whole world was the creation of a boy named Mike who fell into a coma after a car accident (which killed his parents). It is heavily implied that the shadow is what kept Mike in his coma, and while clearing the shadow wakes him up, it effectively kills all of the characters you interacted with over the course of two games. I think the subliminal connection I made between the shared theme of “auto accident creates world where the game takes place and everyone is dead at some point” made LitBus that much sadder. Though, to be fair, LitBus has a happier ending in that no one dies, but in DtL Mike’s parents are indeed dead