I think the overall idea is good. I am not sure that the energy coming out of the eyes is needed, but it does make it feel like there is a bit more 'vengeance' in his heart than just utter sadness. It is, in the end, a portrait. Though I am not sure that the style is really carrying the ideas you set forth here. This looks to have been done in a soft media, which can work for this, but you lose a lot of contrast.
From a lighting standpoint, there are a few things that feel a bit off. The light is coming out from his eyes but appears to be reflecting off the back of his armor and neck. In truth, it would be reflecting near the front of his collar, likely off the side of his nose, and then bounce back up onto his neck.
I also feel like there is some contrast lacking. The armor looks highly polished from how it is bouncing the white light in front, but that isn't consistent with the background coloring. Silver and white things will generally pick up the tones of whatever they are near, like how white paper looks pink in a red room. I think the values could be pushed more as well. His mount is very bright considering that the light seems to be coming from above and there are strange shadows around him.
Your technique is good here, just some of the execution could use work. When most people think of loss, sorrow, and generally feeling terrible they associate those feelings with cool colors. Blue, black, muddled greens sometimes, and always with stark contrast. I think that while this picture carries the idea, it doesn't convey the emotion as much as it could. It just feels a little too bright a cheery.
That would be my critique. Thanks for offering! Best of luck.