This time of year can be particularly difficult, for all of us. Not just because of the holidays, but also because of the cold, and the dark. Everything always seems worse in the dark.
Sometimes, we all need some help. Don't suffer in silence. There are people around you who are willing to listen - though we aren't always sure that they are. Speak to people you trust, and remember that they love you. When you become somebody's friend, you sign up for the good and the bad.
If, for whatever reason, you don't feel that you can talk to those people, there are others who are willing to listen. My first stop would be the NHS website - here is the page on getting help with suicidal thoughts. There are the Samaritans, and Childline, and the Campaign Against Living Miserably (which is specifically aimed at men). There's also the Depression Alliance - and a whole host more, all of which are listed by the NHS. If you are 19 or under, you can get help from Mind for free (you have to pay if you wish to speak with a counsellor if you are older, sadly). If one isn't working for you, try another. Sometimes, a different approach is all you need.
There is no shame in needing some help. At some point, all of us do. I have - I spoke to my college counsellor. I know other friends who have used similar services. It's about getting what you need to work your way through whatever it is that is pulling you down - and nothing more. If you don't want to tell anybody about it, don't. It's for you, not them.
I think that one of the most awful, and the most awesome, things about the human spirit is that it endures, even when we don't think it can or don't want it to. I have railed against that, thrown my dummy in the dirt more times than I can tell you, threatening to refuse to conform to this fact, but then I would calm, and come back around to the helpless and yet empowering truth of it. So please...keep going.
I hope that this doesn't sound patronising.