Makes me wonder...

That's a really good question!
I personally think that all the characters are hiding something. I believe that every country has faced hardships. There have been some sad times for the nations ((Not just in Hetalia, but in general)), and there's more to the characters than what they seem to be. However, their hardships have made them into the countries they are today. I imagine their hard times to have been depressing, and I do think they have some regrets.
But I also think that they're also trying to remember the good times, and make the most of their lives.
They're all nations; they've lived for thousands of years, and yet, have seen so many lives lost due to war, famine, poverty, etc. I don't think they're the ones to take life for granted.
Once more, this is a really good question. I wonder about this quite often myself. It would be interesting to see all of the nations' hardships and their thoughts about them.

Very good question...
Well when my friend first told me about Hetalia I was thinking, "Wow, it must be so hard to be both a country and a person" because every country there is has had some sort of painful past to it. Some more than others. So that's why I was a little confused when I started watching Hetalia because everything seemed so incredibly positive.
But now that I know more about Hetalia I think so. I think that each character struggles, but tends to not show it. I think they have an emotional side to them. I think that each leader, each solider, each citizen is an important part of them which they must protect at all cost, and if they fail, then it sticks with them. Maybe they forgive and forget or maybe they have a major disliking because of the past. Maybe they cry when their alone or maybe they always hold it in, or maybe they just don't remember at all.
Or maybe this positiveness that comes with Hetalia is just another way to show how we need to forgive the past. Of course we don't forget it, because that's why we study history in the first place. We remember our struggles and we remember what brought our country to what it is today. But maybe the whole point of Hetalia and its positiveness is to forgive, laugh about our mistakes, and look to the future...

Of course they've went through hardships, after all they are countries. But as they are countries i think they are kind of "build" to handle pain, of course this is just a headcanon of mine, but they have to be at leasy somewhat supernatural to actually be a country. I think they know how the soldiers feel since they take part of the everyday work in their country. I think they fight in civil wars or very important wars as some "kind" of leader. There are more to the characters than their looks but what fashionates me so much is to think about how a /country/ frmeels things. Like, you are everything around you. You are..a peice of land? Do a country feel happiness for examplexwhen the sun shines and everyone is happy? Do the countries know what everything feels? Its so difficult to actually think about it.