weekend thoughts

A question that always comes up in my theropy sessions is if I’ve had any thoughts of killing myself or doing bodily harm. I always say no, but the truth is that I do think about it alot. Driving home from work on Friday, all I could think about was my body being cut by invisible razors and blood pouring out and flying behind me has I sped along on the highway. Even now, without consciously thinking about it, I can feel where I would like to cut myself. I don’t know what that would acclomplish; releasing the pain inside of me maybe? Regardless, there is some barrier, some line in my psyche that I won’t cross and won’t cut myself or harm myself physically. But what happens if that barrier fails me?
Dr. Grace brought up the question “What if I am being depressed on purpose?” or something to that effect. Is it alright for me to be depressed like this? Is this normal?