The character I felt bad for was Happy. He was so neglected. He never seemed to be taken seriously. He definitely seemed to have a little bit of that youngest child complex. He seemed like he was trying to overshadow Biff, who had always overshadowed him. I honestly wanted Happy to move out and get away from his family. I think that's the only way he will ever be happy (irony).
I didn't really have any sympathy for Linda. I think she could have been a much better mom to her boys. I agree she had to take a lot of crap from Willy. He wasn't exactly a loving husband to her, but she wasn't exactly a loving mother so I think it balances out. I really wanted her to embrace Biff at the end, or do something to show that she didn't think Willy's death had anything to do with Biff. I think she sort of blamed him for it in the end.