Mike Hodges was having great difficulty on settling on an actor to play the lead. It was while he was making Croupier (1998) that he realized Clive Owen would be perfect in the role. Owen very quickly stepped on board.
Julie Christie, Jacqueline Bisset and Vanessa Redgrave were all considered for the role that went to Charlotte Rampling.
It's possible Will Graham could be suffering from Clinical Depression. This is hinted at in dialogue when it is mentioned that Will had a breakdown and hence him leaving London and going into exile for 3 years.