You have a good question, thanks for writing. In general, statistics say that "thoughts" of suicide do occur to a substantial number of people at one time or another. Like a cloud floating past the sun, these thoughts sort of meander through when folks feel down. There is a wide gap between entertaining the thought on occasion and actually having the desire/motivation to pull off the act.
Having said that, I will also say that the thoughts you described above seem to be a bit more intense than just a random thought. I hear you loud and clear that you have no intention of following through with the fantasies, but I would encourage you (urge you, frankly) to at least sit down with a therapist to evaluate the level of your depression. Talk therapy can do wonders for people, and many of the medications can offer a positive effect even in low doses... it may behoove you to take care of the lingering depression before it evolves into anything more serious and you begin to really fantasize about crossing the line.
And look, you don't have to be miserable. I know you are not in enormous pain right now, but if you have a history of the lingering depression (called "dysthymia, BTW), and particularly if you have a family history of depression and/or anxiety, nip it in the bud and have it checked out. It couldn't hurt!
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