Just days after Gov. Sarah Palin was named as Senator John McCain’s running mate, Ms. Palin made an unlikely announcement of her own on Monday: Her daughter Bristol, 17 and unmarried, was five months pregnant. As Americans began learning this week about Ms. Palin — Alaskan hunter, hockey mom, former beauty queen, corruption fighter, and governor they knew little about — they were also piecing together a portrait of her family life and all its complications. Ms. Palin had once supported the candidate who ran against her own stepmother-in-law for mayor of her town, Wasilla. She was being investigated over...