Sometimes I get depressed and think of suicide?

Is there any reason for me to think this? Everyday at school I hear "I'm going to call the army and have you killed" or "I'm going to call the RAF and have them destroy your house" and I've done a lot of stuff I ain't proud of. I even feel like my time is up. I'm 17, and I sometimes think life ends at 17. What is wrong with me?