No sob stories, no disclosure of personal mental illness. But, if you have a brief anecdote that you can tie to your research interests, that may be good. For example, "Being sixth of seven children from a large blue-collar irish-catholic family in the midwest instilled a cognizance of the impact of cultural background in family dynamics, etc." "As I watched my mother fight breast cancer, I developed a personal understanding of the interface between optimism and health." "Growing up in a refugee camp, I realized that there are individual differences in how people cope with adversity." Be sure to approach it in an objective, scientific way. Remember that you are writing a statement of how well you match with the program-- if you can effectively use anecdotes to support that, go for it. But tread lightly-- don't go to heavy on it.