is there anything to do now? (exept crying)
Crying? How would that help. Also... if you're going to cry over a seedling, you maybe should not try and do bonsai. I've lost many plants and I'm loosing one that I've been working on since 2001. It goes with the hobby, loosing trees, especially for beginners, is inevitable.
change soil or put him closer to the heater?
Don't stress the seedling even more by changing the soil Also, don't treat it like a little puppy and put it closer to the heater. Trees belong outdoors. There are no heaters there.
The soil looks wet. You may be overwatering.