Marlow has been changed by his experiences in the jungle, even more so by his meeting with Kurtz. Where once he was idealistic, even naive, he is now entirely a cynic, believing that man is meant to travel through life alone, and so die alone; further, the inner soul of a man cannot be transmitted to others, as they cannot hope to understand the individual plight. This comes partly from the way he finds Kurtz in the jungle, a man of immense power with no one to stand for him except in fear, and partly from the intense isolation he himself feels in the jungle, as if it is a living thing holding him away from civilization.
"...No, it is impossible; it is impossible to convey the life-sensation of any given epoch of one's existence, --that which makes its truth, its meaning -- its subtle and penetrating essence. It is impossible. We live, as we dream -- alone...."
(Conrad, Heart of Darkness, gutenberg.org)
His feeling is echoed in the various events of the novel, from the native attack on the steamship -- which he sees at first as entirely random and meaningless, without a larger purpose or goal -- to Kurtz's own descent into madness. Had Kurtz been able to remain sane and become a force for progress instead of destruction, his effect on Marlow may have been more positive; as it stands, when he finally meets Kurtz, all of Marlow's pessimistic suspicions are validated.