closing my eyes only leads to nightmares

everyone tells me to just close my eyes to escape from reality. but the truth is i’m to scared to. i only have nightmares now. i’m always depressed and thinking of suicide. no one would care if i was gone anyway. not like they were ever there for me when i needed it. And it seems like the dreams in which im dying are the best i’ve ever had and everyone says to follow your dreams so…. i don’t know what to do. i’ve started cutting and even tried talking to someone professional about how im feeling but nothing is working. i feel like i should just die already to get rid of all the pain.