As long as I can remember, my mum has said this when she gets upset.
Tonight again (I'm 29) she was on the phone and was upset about something that was getting her down and said again, 'I think I'll just go off somewhere and kill myself'. She always says this through floods of tears but has never, ever attempted suicide and I'm fairly confident that she never would.
I do have a suspicion that she's depressed. The thing she was upset about tonight was out of proportion and irrational, and she's often weepy in the evenings and overreacts to things. She will not contemplate the idea that she is depressed and gets very, very angry and upset if it is suggested. There is history to this (my dad got depressed, was vile to her and then left, so she associates depression with 'being like him' I think - pop psychology obvs.)
Nevertheless, I think it's really wrong and horrible of her to say to me from time to time that she wishes she was dead, that she wants to kill herself etc. I rips me up inside to hear it and I live far away and don't know what to do. I don't even know how to react anymore. I sort of don't react and just wait for the conversation to move on because I don't know what else to do.