Disclaimer: I don't own Naruto.
The history of the first two hosts are unique to me.
Centuries before Sunagakure existed, there was a tent city in its place. It was home to many nomadic tribes who had settled down and begun to trade there, and it was a haven of priests. Shukaku was one of these, a priest with an odd ability: the ability to control and manipulate sand.
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A tribal chieftain saw a demon tanuki out in the wastes, and had the idea of controlling it. He couldn't. But he had a plan. He was going to seal it in a human.
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Shukaku spoke out against this as blasphemy. That was when the chieftain's eyes lighted upon him. In the dead of night, Shukaku was attacked. All of his abilities with sand weren't enough to keep his family from being slaughtered in front of him. That night, Shukaku went irrevocably mad.
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Shukaku was brought to the tribal chieftain coated in blood; most of it not his own. He'd taken the liberty of slaughtering most of the dozen men who had been sent out to capture him. Only two returned to their leader alive. A young priestess named Akako whose skills with sealing were legendary had been brought to the chieftain and (extremely unwillingly) performed the sealing jutsu, sealing the tanuki inside of Shukaku.
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But something went horribly wrong.
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Instead of the tanuki being absorbed into Shukaku, somehow, their bodies and essences merged, and became a monstrous form. Though few remember it anymore, the stories about Shukaku being corrupted date from this point. The chieftain viewed this as a failed experiment, and ordered the surviving guards to kill him. One was killed in a crushing wave of sand; the other got through and rammed a spear through Shukaku's pelvis.
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Shukaku fled into the desert, maddened and dying. He died three nights later, his agony drawn out because the tanuki was slow to die. After death, Shukaku and the tanuki's souls merged completely, becoming the Ichibi no Tanuki, the One-Tailed Beast.
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For two hundred years, the Ichibi haunted the desert wastes; the Kyuubi, the tanuki's "eldest brother" visited him on occasion, but soon gave up trying to talk reason into the tanuki. Eventually, a man named Hasaki Katsurou, the Shodai Kazekage of Sunagakure, captured the tanuki and sealed him inside of a teakettle. A year later, the Shukaku received his first jinchūriki host, a young boy named Kyouji Aito.
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At the age of six, Aito was the eldest child to ever become a jinchūriki. It was soon discovered that Aito retained the ability to control sand. Other things happened as well. Within a month, Aito's darkly tanned skin became sickly pale despite spending as much time out in the sun as ever. And soon, Aito became the victim of horrifying mind-destroying nightmares, driving him into insomnia and down a road to madness.
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It was three years later when it was discovered that someone could control the power of a tailed beast. The Shodai Hokage and Kazekage met at no man's land in the desert to negotiate an alliance between their newly formed villages. The Kazekage brought his two generals and Aito with him. During these peace talks, Aito lost control and began to destroy everything in sight. Senju Hashirama managed to quell the Shukaku's power, and offered to take him back to Konoha to keep him under control, but one of Hasaki's generals, a young kunoichi wielding an iron fan, named Sabure Kiyoshi, returned Aito to the Kazekage's care; she was the only person capable of keeping Aito calm after that.
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Despite the fourteen-year age difference between them, as Aito grew he fell obsessively in love with the older woman, while all the while his sanity waned with each passage of the moon. When Kiyoshi died, Aito had just enough sanity left to guide a sword to his heart. After that, the Shukaku made it a point to intervene whenever one of his hosts tried to hurt themselves or was in danger of being hurt. It was also at this time that the story of the curse of the Shukaku was born. It was said that the curse was to lose everyone one loved.
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Many years later, the Nidaime Kazekage in one of the last years of his reign called upon a puppeteer named Akasuna no Chiyo, the descendant of the priestess who sealed the tanuki into Shukaku, to capture the beast and seal it into an infant girl. She did so reluctantly but willingly.
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The Shukaku maintains a dual personality, the personality of the man and the beast. The personality of the man is gentle and nurturing, while the beast is bloodthirsty and cruel. Only rarely has the man ever been the dominant personality.
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The second jinchūriki of the Shukaku was an infant girl who was never given a name. She grew up monstrous and deranged. She was a jinchūriki in the most extreme sense of the words; loved by no one, hated, feared, scorned or pitied by all, pitied the way a beaten dog would be pitied. She had inherited all of the Shukaku's madness, and none of its cunning. Thirteen years later, during the Third Great War, the Shukaku was extracted from the girl by Chiyo, on the orders of the acting Kazekage and his council.
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After that, a movement arose to petition the council to have the sealing jutsu necessary to seal the Shukaku inside of a host declared a forbidden jutsu. After a few assassinations, the movement fell under the leadership of one Sabure Karura, who was particularly passionate about the movement's aim. Coincidentally, she was unaware of her ancestor's history with the first jinchūriki. The movement, of course, failed miserably.
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Five years after this, the Shukaku was sealed into its third and final jinchūriki, Sabaku no Gaara, the descendant of Sabure Kiyoshi, by the descendant of the priestess who had performed the first sealing jutsu. It was only when Karura looked into her son's eyes for the first and last time and saw that his eyes were black-rimmed and without pupils, as the second jinchūriki's had been, that her rage gave way to despair.
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Though through the first six years Gaara suffered from debilitating insomnia and horrifying nightmares when he did sleep, the human side of the Shukaku's personality was for the most part dominant, and somehow managed to keep the beast from getting at Gaara. However, after the betrayal of Yashamaru, the human side was pushed down permanently, and Gaara never slept again.
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Six years later, when the Shukaku realized exactly who Uzumaki was, it was torn between impotent rage and tears of joy.
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When Gaara began to shove down the Shukaku's influence, the beast was enraged and the human was secretly cheering him on.
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When Gaara battled Deidara, he fought as he had never done before, because for once the Shukaku was in total cooperation. In the end, the salvation of the village owes as much to Shukaku as it does to Gaara. When Gaara died, the Shukaku was inflicted to ever bit of agony for those three days and three nights, as much as Gaara was.
The three jinchūriki of the Shukaku all had one thing in common. As long as they lived, they suffered and bled for a village that feared and loathed them, all hopes for love thwarted like a promise unfulfilled. Ultimately, Gaara was brought back by the determination and attempts at redemption by the priestess' descendant, and by the love of a fellow jinchūriki, who couldn't bear to see someone who knew every bit of suffering he'd ever endured lying dead before he ever really had the chance to live, and the cycle of pain, suffering, sorrow and madness started by the first sealing of the Shukaku was ended forever.
In the last bit, when I say "love", I'm not talking slash here. I'm just talking about love-love, not "being in love".