He was a depressed and haunted man, and almost certainly suffering from an undiagnosed mental illness. Those aspects of himself were reflected in his works. Writing was a deeply personal thing for him, which you can see especially in The Exegesis (a collection of his journals published after he died, where he continuously grapples with the slipperiness of reality, the dark edges of his mind, and the absurdity of existence, just like his characters).

One of the most fascinating writers in history, I think, but can definitely be depressing to read sometimes.