i dont know why

my name is jess and ive been fighting deppression for 3 years i have also been fighting self harm for 2 year and i have recently stopped (for now) and i have an anxiety disorder. so as you can see, im pretty messed up! but what i am going to tell you next you might think im really crazy i think. but for some reason i fantisize about death. i have always just wanted to die. i dont know why i guess cause my life is just so effed up. maybe because ive lived enough of my life to know that i dont want to be apart of it anymore? maybe im just so messed up that i just dont want people to have to deal with me anymore than they have to. im not sure but i think to die would be an awfully big adventure on its own. someone help me please. what do i do with this feeling of wanting to die? ive already talked to my therapist about it and all she did was put me on a new deppression medication. but she didnt tell me how to deal with it. what do i do?