Sad, yes, never cried though. I understand why people cry at works of fiction, it's just not how I react. I rarely cry, not that I'd feel ashamed if I did more often.
Final Fantasy 9 has an undertone of sadness, the game is really emotional. The relationship between Zidane and Garnet, Freya and Sir Fratley, Vivi and the black mages, and Eiko has no family, except for the moogles.Of course, there are happy moments also. Steiner and Quina always make me laugh. The moogles are also funny.
I didn't think Aeris dying was sad when I was young, I thought she was annoying and weak. I wasn't really affected by the scene until I played Crisis Core, also a sad game. After seeing how they portrayed her in that game, it made me sad that to know she was going to die in FF7. I think the saddest part of FF7 is Cid's story, I mean just listen to his theme music. Oh, and Red XII also has a sad story.