Intrusive Thoughts: Can't Stop the Cycle

Intrusive thoughts are driving me insane. It's like there is a piece of my brain that keeps begging me "please, just let me die!" and my natural response is hell no, but that just serves to create a cycle. The only thing that seems to help is talking to someone else about it. Friends and family only have so much patience for this and I have about run out of people to tell that don't just dismiss me and basically ignore the issue or worse, they tell me to shutup about it. I have a hard time making friends to talk to because I get too embarrassed too easily.