If you have a recurring dream, it is possible to change the outcome by thinking about what you would like to happen in the dream, just before going to sleep. But the issue I see here is actually that you feel suicidal, please seek help for this.
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Pegasus
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“Everybody is a genius. But if you judge a fish by it's ability to climb a tree, it will live it's whole life believing that it is stupid.” - Albert Einstein