Kierkegaard's work sometimes resists interpretation, since he wrote most of his early work under various pseudonyms, and often these pseudo-authors will comment on the works of the earlier pseudo-authors.
Søren Kierkegaard was born to an affluent family in Copenhagen, the capital of Denmark. His father, Michael Pedersen Kierkegaard, was a strongly religious man. Convinced that he had earned God's wrath, he believed that none of his children would live to the age of 34 (Christ's age at crucifixion). The sins necessitating this punishment, he believed, included cursing the name of God in his youth, and possibly impregnating Kierkegaard's mother out of wedlock. In fact, his predictions were realized for all but two of his seven children. So strong was his father's conviction that Søren himself was surprised when he survived his 34th year.
This early introduction to the notion of sin, and its connection from father and son, laid the foundation for much of Kierkegaard's work (particularly Fear and Trembling.) Kierkegaard's mother, Anne Sørensdatter Lund Kierkegaard, is not directly referred to in his books, although she too affected his later writings (details?)
Despite his father's occasional religious melancholy, Kierkegaard and his father shared a close bond. Kierkegaard learned to explore the realm of his imagination through a series of exercises and games they played together.
Another important aspect of Kierkegaard's life that is generally considered to have had a major influence on his work, was his broken engagement to Regine Olsen. Kierkegaard's motive for ending the engagement remains mysterious. It is generally believed that the two were deeply in love -- perhaps even after she married Johan Frederik Schlegel (1817-1896), a prominent civil servant (not to be confused with the German philosopher Friedrich von Schlegel, 1772-1829). For the most part, their contact was limited to chance meetings on the streets of Copenhagen. Some years later, however, Kierkegaard went so far as to ask Regine's husband for permission to speak with her, but was refused. Soon afterward, the couple left the country, Schlegel having been appointed Governor in the Danish West Indies. By the time Regine returned, Kierkegaard was dead. Regine Schlegel lived until 1904, and upon her death she was buried near Kierkegaard in the Assistens Cemetery in Copenhagen.
Notes: The name "Kierkegaard" means "(the) farm by (the) church". Not a churchyard.