No.

Was the train at a specific station that led to his death?

Station? No.

Well, considering lighting a cigarette usually gives off a light...
Tunnel?

Yes. :-)

Ok, so he killed himself after entering a tunnel. The question now is WHY.
Considering that tunnels are usually dark, seeing the light from the cigars/cigarettes would've saved him, assuming somebody was smoking one at the time.
Now, why would sudden darkness make a man kill himself?
Was he afraid of the dark?

No.

Sorry if I reply late. I've got lots to do and I'm not feeling that well.

Was it somehow due to the fact he couldn't see?

I hope you feel better soon and get some rest!

Yes!

bump?

This is going to sound fairly dumb, but:
Did he realize the tunnel was coming?

No. :-)

I feel like I'm getting closer, but I also feel fairly far away.
Had he just woken up/opened his eyes when the train entered the tunnel? As in, did he open his eyes to darkness?

No.

Is the man poor?