The game didn't explained too much yet
For those who didn't played yet, SPOILERS AHEAD:
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What we can understood is that they all, when child/pre teenagers were doing something silly, and someone (They didn't said exactly who, but in Mark's episode, you understand (and assume) that's Mark's twin brother) died because they acted without caution...
After that, Herbert (aka Walter's twin) went into hermit mode (we'll understand more about him in Anders episode (2 updates from how on)) and it seems that he's like the evil twin or something like that... I think that Walter was the one who let the accident happen (that could explain his memory being bad and his headaches)
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Again, The game still didn't gave us lots of information about Walter's past, so I'm assuming a lot of stuff here, and My own memory is bad, so sometimes the game did spoke something about the incident and I'm simply not remembering lol