You mean suicidal ideas? In a depressive state it is perfectly normal to think about it. No believe me, the men with white coats will not drag you away for this

If self injure is your concern, that is pretty normal too. Nasty, but normal.
If you are scared by the idea of being a strange and unique sicko, that is not absolutely the case. We know that in the USA 1 out of 5 individuals will suffer from some form of depression during his/her lifetime.
So we fixed a few points, OK?
I look forward to hear about your therapy, THAT is vital.