Gloomy and doomy—that pretty much sums up the tone and atmosphere of "Eldorado." As a matter of fact, a lot of Poe's work is like this; there are people that get buried alive ("Cask of Amontillado"), malicious cats that defy death ("The Black Cat"), and mysterious houses that spontaneously self-implode ("The Fall of the House of Usher"). There's nothing that dramatic in "Eldorado," but the poem is plenty unpleasant. First off, there's only one remark about sunshine (3), but five or six about shadows and shades. And so, shadows=dark=gloomy.
About halfway through the poem, the speaker meets a "pilgrim shadow," which we think is just fancy talk for a good old-fashioned ghost. And that ghost basically says, "Yeah, well if you want to find Eldorado you have to go over these mountains and down this valley." The catch is: to get down into that valley, the knight has to die. Add to this mix of cheery fun the fact that the knight is close to death—or already just plain dead—and you have yourself a nice batch of Poe's famous brew. Yup. It's gloomy (shadowy, dark, ghostly) and doomy (death is all over the place) alright. But, as the gothy Grand-duke of Gloom, isn't that what we kind of love about Poe?