When Sam Winchester was six months old, her mother was killed in a fire that started in her nursery. That was the story, anyway - the reality was that she'd been killed by a demon before the fire started. Thus began her life living out of her dad's car and various hotel rooms. Dad was always gone (for days at a time) or "home" and usually drunk. Sam was mostly raised by her older brother Dean.
She said "screw you" to Daddy dearest and went to college, pre-law, where she met and fell in love with a lovely girl named Jess. Who was then killed in the same way Sam's mother had been, the way Sam had been dreaming she'd die for the past few weeks. So Sam went off with Dean to find their (MIA) dad, to get some answers, and hopefully some revenge.
Oh, and by the way? It's Sam. Not Sammy. Definitely not Samantha. It says "Sam" on her birth certificate, and Sam she will be until the day she dies.
...Except to Dean. Who will probably never stop calling her Sammy. But he is the only one.