Hey man,
First off....welcome to the forums!
Second off....great little film! Was a very interesting watch, as there's not much dark animation out there right now.
The lighting was done very well, very atmospheric, very nice work with the flourescent light at the side of the room (reminds me of the film I'm currently working on

)
The animation was good for the most part, but there were some parts where it was pretty stiff. A good example is when he opens his hand full of pills. His fingers just snap into place, and it looks unifinished. The facial expressions were all really nice though. You put some good work into the eyes.
The story was ok....here are some comments:
a) Personally, I found it hard to empathize for the character because of his emo look. He had the tight jeans, what I'm assuming was some type of band shirt, spiked black hair and makeup on his eyes. Thus, instead of feeling sorry for the character or trying to figure out why he's trying to kill himself, you just think "oh it's just another self-hurting emo"
Just my opinion, but I would have liked to maybe see a different type of character going through those feelings. Please note that this is an artistic critique and not a technical one

Your character's model looks really cool.
b) I liked the buildup to the ending...but I think the ending came too far out of left field. You didn't allude to anything regarding the train at the end in the rest of the film, so it sorta just pops out of the blue and remains unexplained. Also....having no arms at the end was a little strange...but I'm guess it was a result of being hit by the train? I thought maybe you could read into it a little further and guess that maybe he cut off his own arms so that he couldn't use them to attempt anymore suicides. It's too ambiguous to really get anything out of it though.
Anywho...great stuff overall! *Plugged*