M’nos HaLevi writes that Esther was distressed because Mordechai chose not to tell her the reason for his behavior, himself.
The Talmud (Megillah 15a) takes the unusual word, “vatis’chal’chal” (“and she was distressed”) literally as “became empty.” In other words, the Talmud says that, upon learning this news, Esther either became a niddah (began menstruating) or had loosened bowels. In other words, as Rabbi Mendel Weinbach puts it, the news for Esther was so intense, that she lost control of her physical functions.
The Midrash (Esther Rabbah 8:3) similarly says that Esther miscarried at the news of Mordechai’s mourning. Torah Temimah says the Midrash here is using the root of the word, “chalal” (“empty”) to refer to the last chapter in Yeshaya (66:8) where the prophet says that Tzion will have troubles (“kee chala gam yalda”), and will give birth, indicating a relationship between this word and childbearing.
The Vilna Gaon points out that “ma’amar” (“instruction”) is a word connoting a gentle form of speaking. Esther, being queen, still followed Mordechai’s instructions like a daughter following the gentle reproach of a parent even after leaving his authority. Rashi adds that Mordechai sat at the king’s gate (see next verse), gently reminding Esther that she was Jewish and thus had responsibilities to H-Shem.
The Talmud (Megillah 13b) says that Esther showed her niddah questions to Mordechai, as it may be necessary at times to seek rabbinic advice in this area according to the halachah (Shulchan Aruch, Yoreh Deah 193:1). In fact, the Yerushalmi states that Esther asked Mordechai other questions in regard to rabbinic law. In other words, she was asking specifically issues of rabbinic law.
Rabbi Dovid Feinstein says that Esther was following Mordechai’s advice because she knew she was a part of H-Shem’s plan, but did not know how, and did not want to get in the way of this Divine plan.
Rabbi Tzvi HaCohen Kaplan writes that Esther’s prophecy mentioned earlier (mentioned previously) was a direct result of her fidelity to Mordechai, trusting the Torah of the Rabbis in these difficult times.
Another opinion in the Talmud there is that Esther had relations with Achashverosh, went to the mikvah, and then had relations with Mordechai. Although she was taken by force, and so allowed to Mordechai, Esther seemingly should have waited the requisite three months (Yevamos 35a) before having relations with her husband, unless it was actually a sheid (as mentioned in previous posts) having relations with the king. Perhaps going to the mikvah was Esther’s way to feel more pure, even if she wasn’t so in actual fact.
According to the Midrash (Esther Rabbah 6:8), Mordechai had two purposes in visiting Esther. One was to answer her questions about whether she was considered a niddah, woman having her monthly period. One of the lessons from this is that we must always make the best of our situations. No, Esther’s situation was not ideal, but even there – in the king’s harem – she cared about maintaining her spiritual state.
Mordechai’s other reason listed in the Midrash (ibid.) was to make sure Esther was not the victim of witchcraft from the other women in the harem, who were seemingly desperate to become the future queen. If they were so desperate to avoid marrying Achashverosh earlier, why would they now perform witchcraft to accomplish just that? Perhaps living in a harem for the rest of their lives was that much worse a fate. Perhaps this is what the Ibn Ezra and Vilna Gaon mean when they say Mordechai visited Esther to heal her. As great as he was, he may have possessed power to remove the effects of any curses placed on Esther.
Alshich says Mordechai was concerned that Esther, being a descendant of King Shaul, was going through this tragedy to make up for Shaul’s sin of letting Agag – and thus Amalek – survive.
Rav Moshe Meir Weiss takes Mordechai’s checking on his wife every single day without fail, as a lesson for all husbands. He mentions that one of his congregants asked him once to daven for the congregant’s wife while she was having a procedure because the husband would be at work at that time, and unable to be in shul. Rav Weiss responded, “How can you be going to work if your wife is going to the doctor?!” That is a reason to take the day off.