They have had an on and off again relationship for 15 years or some such before the games. At last they were together, then Yen got kidnapped by the white hunt. Geralt then spend a good ol' time hunting them down with Letho of Gulet and his merry men of bastardy bastards.

This culminated in Geralt taking Yen's place as a hostage. She'd lost her memory and Geralt dissappears for 5 years before he's randomly dumped in the woods outside of Kaer Morhen. Which is the start of the first game. (I think.)

Having lost his memory he spends a couple of years noodling Triss' fishfillets and Yen clearly holds it against him when they meet again in the beginning of Witcher 3.

So know the big question is, with Geralt having regained his memory, who does he love, Yen, the one he literally wished for and is tied to with a Djinn's magic or Triss, the one he's been ploughing for a game or two.