At the beginning of ZHP: Unlosing Ranger vs Darkdeath Evilman, the main character (whose name is picked by the player, either by manual input or using a hilarious random name generator) is nothing more than an innocent bystander out on an errand. However, destiny would soon intervene in the form of a car running over the original Unlosing Ranger. With no one else to fill the shoes of the Ranger, the humble main character takes on the title of Unlosing Ranger, goes through the events of the game, and eventually learns how to be a true hero (though not before being beaten by Darkdeath Evilman several times).
After becoming the Ranger, he has a wife (who is a Prinny) and a daughter (who is already a teenager, and not a Prinny) thrust upon him. Luckily, both can be fired or replaced. However, there is an advantage to having a wife, because she can make food for the Ranger to eat, which refills his stamina. Is this some sort of statement about women? Who knows! But different wives in the game have different levels of cooking skill, and better cooks cook better food. However, if the character does not provide enough money for the wife, she will get angry and eventually leave him.
In addition to having his name chosen by the player, he is also a silent protagonist, so silent that other characters often remark about how he never says anything. Also, his name can be changed during a New Game Plus playthrough, if one tired of his first name.