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While it is unclear what the exact root of Paul's problems were, they very likely stemmed from the absence of parents after his mother's death and the difficulty of finding his place in a world that appears to be so set against him. Paul is completely unwilling to accept his situation and will do anything to try and realize his dreams of a fancy life with money and all the privilege that comes with it.
Instead of accepting the work he would have to do to overcome the poor hand life has dealt him, he steals his way into money and then runs from those who might catch him to pursue his dream life. Once he is caught, however, his inability to accept consequences or circumstances lead to his willingness to step in front of the train and commit suicide.
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