A quick, easy way to do this, if he's out on some kind of journey or mission or something, is to just have them think about how much they can't wait to get home to see his/her family...spouse, kids, parents, whatever. Detail their thoughts about what they'll do and say when they finally meet said relatives...it's a pretty tried and true method...how many times have you seen some private in a war movie looking at a picture of his wife before he bites it?

Anyway, it sets the character up as being a human being and not just some cardboard cutout character whose only reason for existing is to die for plot reasons.
Of course, the downside is that if done wrong it can look like a copout or just a cheesy attempt to make us care. I hope this helped some.