Wow, that's rather short, but I have the time to go over this really quick for you since it is so short. ^^
I'd recommend the following changes:
- "It was a dark, cold and gloomy night."
- I would take the word "dark" out of this sentence, as it overly describes night (nights are expected to be dark, so just saying cold and gloomy is sufficient). If you wanted to make it more verbose and flavourful, you could always say something like: The night was cold and gloomy; there was little sign of light, other than the moon that had been hidden behind the clouds since dusk.
- "Water poured over me and the blood was on my hands. The king was dead..."
- I don't quite understand where the water came from, unless it was raining, however you didn't mention that at the start - would have been a good idea. Anyway, I'm going to assume that it's raining and continue. Here's my suggestion for this sentence: I was drenched head to toe, and my hands were covered in blood. The king was dead...
- After wandering several hours on woods due the shock. I ended up collapsing at middle of road.
- Should correct the English here to: After wandering for several hours in the woods, due to shock, I ended up collapsing in the middle of the road.
(Here you should specify if you "fell to your knees" or "lay face-down, flat in the middle of the muddy road", just as examples of what you should/could write.)
- Blood was still not washed away from my bloodied clothes. I felt horrible over the king's death.
- Correction and clarification: The blood stains on my clothes had still not been washed away by the rain. I felt horrible about what had transpired.
(I'd recommend writing it something like my example, however do not go the route of redundancy by saying "blood" on your "bloodied clothes" because it is implied that if blood is on your clothes then they are in fact bloodied clothes.)
- Darkness of the hearts of men, makes us do so horrible things to others.
- Some changes: The darkness within the hearts of all mankind causes us all to do terrible things to each other.
Use mankind or humans instead of "men", as it is an older term to refer to all people and women, such as myself, prefer that unless it's in poetry for a particular reason, "mankind" should be used. The other changes relate to grammar. =]
- Our personal greed lets us to stray.
- I'd say: The personal greed in all of us causes us to stray.
And I'd also recommend further describing "stray"; for example, to stray from the morality/justice we normally follow.
- No amount of gold made me happy, and I wish I could take it back.
- This sentence is unclear, as I'm not sure if you are wishing to take all the gold back or if you're wishing to take all of the situations of greed back. Going with greed, I'd rewrite it as such: No amount of gold has ever made me happy, and I wish I could take all of those times, in which I had made such greedy choices, back.
- I'm a good but greedy person, definitely not a murderer!
- Recommendation: I'm a good person, despite being greedy, but I am definitely not a murderer!
- My self delusion has gotten better of me.
- My self-delusion has gotten the better of me.
(Other changes could be made here, but I'm pressed for time so I'll just make the grammar edits.)
- Next morning I woke up in the second floor of the INN.
- Few grammar changes: The next morning I had awoken on the second floor of the Inn.
- I turned myself in and was hanged of treason.
- Some grammar/idea changes: I then turned myself in, and was promptly sent to the gallows and hanged for treason.
- Such was the life, the wasted life I led and died with.
- Grammar/concept: Such was the life - the wasted life - I had led and had perished with.
Overall it's a nice little story, but it could go much further, and I'd recommend you work more on this idea. Build a background, some history, some characters, perhaps change the tense and/or first-person style, and have fun with it.