One of the verses that Jesus didn't normally speak Aramaic.  For more on the topic of Christ speaking Greek, please refer to this article.

Many people reading this verse today think that means that Christ felt alienated from his Father at the time of his death. The Jews of his era, would have recognized it for what it really is, the first line of Psalm 22, which makes several specific statements prophetic of Christ's death. Because this line is a quote, we have four sources for this verse, the Hebrew Psalm, the Greek Psalm, and the Greek NT both here and in Matthew. If you read the Psalm (an English translation here), you can see why he was quoting it: it was a description of his death.

The differences between the Greek of Matthew, Mark, and the Septuagint correspondence between Christ's quotes here in Mark and the Greek Septuagint are slight but telling. These differences between Matthew and Mark indicate the Jesus's quotes are not exact and their differences from the Septuagint indicate the the Gospel writers did not use that as a source for Jesus's quote. There are also slight differences in the Greek spelling of the Hebrew words, which would be natural.

The Greek word translated as "God" means "God" and "deity." Here, it is used with an article so "the Divine of mine". This is the way it appears in the Septuagint. It is not introduced with an article, which would makes it "the God." The form is nominative, not vocative as in Matthew.  In the original Hebrew of Psalm 22, there is neither "the" nor "my." The text is the simple "El," which means "God" or "Might one."

Christ, however, seems to have blended the Hebrew and Greek versions in his Aramaic. Note the Aramaic in the first part of this verse. Here, the word for God is "Eloi," which is the Aramaic word for God, "El" followed by the suffix "oi" which indicates "my." However, "oi" is also the plural masculine form in Greek, but it corresponds to the Hebrew plural "Elohim", which is not used in the Psalm but is often used in the OT. So, in speaking Aramaic, Christ was closer to the Greek translation, which added poetic niceties to the bare bones Hebrew. However the Septuagint of Psalm22, two Greek words appear before the Greek translated as "why" that are not in Christ's Aramaic. These words (prosxes (2nd sg aor imperat act) moi, a command meaning "hold before me" or "surpass me") are ignored by Christ and do not appear in this place in the Hebrew.

There is a word here that could be the preposition that means "into." It could also be the Greek verb meaning "you are."  This is different than Matthew and the Septuagint that have a conjunction here that means "because" or "for."

The word translated as "why" means "anyone", "someone," and "anything", but it plays the roles of the common question words in English: who, what, why, etc.

The Greek word translated as "have you forsaken" means to "leave behind" or "to abandon." The Hebrew word, "azab" or azavthani in Psalm 22, means "to leave", "to depart", "to abandon", "to foresake", "to let go," and "to free." The word "sabachthani" is both Aramaic and Mishnaic Hebrew, which was the spoken language at the time. In Hebrew, the fact that this word also means "to free" shows how different our ideas of freedom are today.

"Me" is the regular first-person pronoun in Greek.

Though Christ's words end on the word for "leave behind" or "abandoned," the important point was that he was starting to say Psalm 22, which, though it discusses suffering, being mocked, and scorned, ends as a plea for rescue ending in praise.