I get nervous with that one. I don't particularly want to kill myself, but I often think "I want to die." or "I wish I was dead." but I never think, "I'm going to get a gun and end myself."
And I'm nervous to even say that to my therapist in case it isn't taken the right way. So it's like, "I always have this void feeling with large spikes of anxiety and tension and I've been messing up my future and failing school because I can't concentrate and now it's effecting my work and home life and family but no totally never have any suicidal thoughts despite everything spiraling out of control. Oh, yeah. Okay. Breathing exercises. Yeah. I'll try that. See you next week..."