I guess I'd let her know who your roommate is and that she went to school with her? Then later if you need to talk about suicide you can mention you learned of her father's death through your roommate. I wouldn't just "spring" the father's death/suicide combination on her (as when/why you mention it is/will always be important). I would, next session, merely talk about how uncomfortable you are with your roommate having gone to school with her and knowing some facts about her life, etc. Then you can discuss that subject and probably it will come around to you know about her father's "death" -- I wouldn't necessarily get really specific/graphic as "death" is a bit easier to deal with than "suicide".

My great grandfather committed suicide and my grandmother and her two sisters were all out of town (vacationing in California though they all lived in Washington State) with their husbands and children (my mother and uncle). No one told my great grandmother since all her daughters/family were out of town until the next day when some people had been able to gather around. I don't think my mother and uncle were ever told he committed suicide (this was in 1923), I know I and my brothers never knew it. It is too late to ask anyone though if that impression is correct. He was the headlines of the paper for two days but I don't think women of my great grandmother's stature read newspapers back then, etc. No radio/tv, etc. yet so they were able to "control" what she knew/learned and from whom.

I do think you definately need to let her know you know as it is influencing your therapy.