Usually I don't read stories, but since you are actually asking for criticism I feel obliged to.

EDIT: But after spending several hours writing a really long post that I needed to split into two, I've decided to stop criticizing stories on whims D=.

There's a bad pitfall you want to avoid I call "writing like game designer". I use the term "game designer" loosely, because in my eyes "writing like a game designer" is a bad thing no matter when you do it. If you have experience with designing computer games, especially as part of a team, you will have a tendency to write as though your audience is your art director, describing everything with visual depth and concrete dimensions. If you have experience with making D&D type campaigns, you will have a tendency to describe things based on their function and effects.

Even if you ARE a game designer, writing like one isn't good. In writing stories you need to learn how to hook your reader and submerge them in your story entirely. Admittedly, if I didn't feel obliged to criticize it I probably wouldn't've read your story past the first four paragraphs.

Someone presumably credible once said that a story has five words in which to hook a reader. I think this might be a little exaggerated, but the beginning of your story really does have to be the strongest part.

Let's look at your opening:
It has an unidentified narrator; always a fun thing to add a bit of mystery. However, from there it delves into straightforward description of Keiy, the setting, and Keiy's horse.
Two problems with this: One, in its description it neglects the actual plot. Even a hint of what the story will be about is vital at the beginning. And no, "Keiy" is not a valid answer.
Two, it's dry. "It involves a ranger". "The story begins". If you were describing this to an art director in designing a video game, this would be fine; it's his job to be creative. However, in writing a story you need to be your own art director; you need to paint a picture. You know all those "literary devices" you learned in English class? Time to put them to use.
Let's compare your opening to one with a similar setup - still a man riding his horse along across a plain at night, but from one of my favorite poems, by Alfred Noyes:
Ignore the poetic bits such as rhyme and rhytm for a second, since yours isn't a poem. Immediately, Noyes hits the reader with five vivid metaphors:
It's not just windy and dark, but the wind is a torrent of darkness.
The trees aren't just blowing back and forth, they are "gusty", a term usually used to describe wind. Hence, they are behaving like wind.
The moon isn't just hidden behind moving clouds, it's being tossed around like a ship in a storm.
The road is not only winding and long but also the only thing illuminated by the moon, implying that everything else is rather dark, probably grassy or forested.
The moor is purple. Everyone knows moors are green, but evidently the lighting from the moon is so sharp that it can turn green to it's inverse color.

The part that really ties Noyes' introduction together, though, is the line "Riding - riding - riding". The highwayman isn't just "riding along the road", there is an emphasis on the passage of time. He's riding, he's still riding, he's even still riding.

You need to target people's senses and emotions directly - including their common sense. Vivid description involves pulling metaphors and similies from the most random places; anyone can compare the moon to a ping-pong ball, but only an expert can compare it to a ghost ship. Even basic descriptions like the "purple moor" defy logic in favor for painting a "mental image".

Anyway, I want to hit some more specific points too. In order to differentiate them from the more general statements about writing above, and beat the character limit, I'm going to split it into a new post.