Alongside Rick, Shane's the first character we meet in The Walking Dead. Within seconds of being asked to cover Rick during a police action, he gets the gun shot out of his hand and Rick gets shot and goes into a coma. Thanks, partner! Shane redeems himself off-page. While Rick's sleeping off his gunshot wound, Shane helps Rick's wife, Lori, and his son, Carl, get to safety. Oh, and he boinks Lori somewhere along the way. Again, thanks, partner!
When Rick arrives at camp, alive, Shane's glad to see his partner, but also jealous because Lori returns to Rick, leaving Shane alone. This is conveyed to us through the images in the comic, like when Lori and Rick embrace and we get a close-up of Shane's jealous glare in panel 390.
Shane tries to get back with Lori when Rick returns to Atlanta for guns. "I'll keep you company," (517) he tells her. She says "That night was a mistake," (523) and Shane looks down, rejected and dejected. Plus, it's raining. Wet and alone. It can't get much worse than that.
Knowing everything is over between him and Lori, Shane's emotions become volatile. He snaps at Rick about wood cutting and he argues with him about moving the camp. It's difficult to tell if he thinks it actually is safe to stay, or if it's just a power play between Shane and Rick.
Eventually, things get heated and Shane punches Rick then pulls a gun on him in the woods. He cries (727), angry and frustrated that he's lost his only friend, even if it is his fault for banging his best friend's wife. "I've got nothing, Rick!! No friends! No family!! No respect!! No f*****g life!!" (743).
We don't get much backstory on Shane's character. Shane never mentions a family that he lost during the zombie outbreak. Maybe he's been lonely a long, long time, and he just can't take it anymore. When he pulls the gun on Rick, Rick's son, Carl, shoots Shane in the neck and kills him. Wherever his family is, if he had one, he's now with them.
Shane seems to share some of the same macho, take-charge qualities as Rick, but it all gets misdirected after Rick returns. He's got less emotional control, which leads to his sad demise.