Treating a person's mental disorders will reduce suicide risk.
All of the other options can be dangerous for those suffering from depression or who are suicidal.
1st: Point at someone and tell them to call 911
2nd: Point at a worker near you and if there isn't one point to a person and tell them to go see if anyone near has a defibrillator
3rd: Start CPR with 30 chest compressions before giving two rescue breaths
It honestly depends. If this is you, or a friend, I would suggest to see a doctor to be sure because they are the only ones that can make a professional diagnosis and provide the best advice.
My input would be: either a coping mechanism or hallucinations.
Either way, it's nothing to be ashamed of and the sooner you seek medical advice, the sooner you can get a legitimate answer.