Depression can be caused by a number of things. However, long-term or chronic depression is usually caused by a short in the brain's wiring. Not gonna fix itself. That's where anti-depressants come in.
If you had a busted leg, you'd seek medical attention, right? Well, short circuited brain wiring requires medical attention, and usually drugs to balance the problem. Think of the drugs as new spark plug wires that help the spark plugs do what they do best.
They're not "happy" pills. A person with normal brain chemistry doesn't feel a thing when taken. Also, they usually take 3-8 weeks for the affects to stablize. Side affects can include nausea, sleeplessness, and other fun stuff, but with proper medical attention they usually can be managed, doses changed, or changes in Rx and will stablize in a while.
You may also need therapy. The combination of drugs and therapy is powerful medicine! Since you are suicidal (constant thoughts of suicide even though you don't intend to do anything about it) you DO need to see a therapist, PhD, or MD who does the phych stuff. There are ways we can change our thinking patterns to avoid getting stuck in those loops. If you find you just can't get out of that loop and are afraid you might hurt yourself, check yourself in to a hospital!
I've been suicidal and have made 3 attemps. I'm grateful I'm still here. I cannot go off my meds or I'll short-circuit again. So I think I'll stick with 'em. I also have professionals and friends I can talk to if I get weird.
I hope you seek medical attention. You deserve it!
Hugs
Brenda