Mary died when Sam was six months old. Unlike Dean, Sam didn't have fond memories of sandwiches with the crusts cut off, or freshly made cookies. Sam's childhood memories consisted of weapons training and motel rooms. The only holidays Sam cared to remember were made special by Dean; the two he remembered most were July 4th, 1996 and the Christmas John had failed to attend, when Dean had stolen girl presents and Sam had given Dean the amulet.
Sam's first real Christmas was one he'd spent with Jess and her family; real presents and a genuine wreath on the door. Sam had smiled and laughed, and realized the only thing missing was his big brother.
The first cookies he'd had that weren't from a bag were burnt; Jess' first attempt at baking. There weren't many actual cookies, because Sam had discovered that cookie dough tasted generally better than the cookies themselves. Jess had thrown flour at him in an attempt to stop his thievery, and then laughed at the look of surprise on his face. He'd chased her around their small apartment as she squealed, catching her around the waist and pulling her onto the couch with him, her giggle making him smile. Soon they were both covered with flour, and the cookies were burned.
Sam still remembered the first time he'd told Jess he loved her. They had been dating for a year and a half, but he was very reluctant about saying those three stupid words. But they'd gone out late, taken a blanket to a field and had a midnight picnic. Afterwards she'd curled up next to him, and as he absentmindedly stroked her hair, it'd just slipped out, before he'd really thought about what he was saying. And she'd crawled up to kiss him. And she'd said it back.
He'd never loved anyone like he'd loved Jess, and he would never quite love anyone in the same way. Dean helped; he was supportive, even though he called Sam a bitch and told him that he was such a baby sometimes. Maybe if Sam had known the last night he was going to see Jess was Halloween, he would've said he loved her again. That was one of the things Sam regretted more than anything. She would never know just how much of an impression she had made on him.