How long has this been going on? Has anything stressful happened to you lately to put you in "the blues?"
I'm not an expert, but I think you should probably go talk about this to a therapist. You sound like me, and I'm just beginning therapy, but it feels really good to get some of your fustrations out to someone who can look at your life objectively and not judge you. I know how it feels to be alone, and alone time is good, but it isn't healthy to be alone all the time, alone with your thoughts and constantly analyzing your life and yourself as a person. Don't wait- if you feel the need to talk, just vent it out here or go to someone who will listen to you. I'm sure once you get to the root of your problems it won't be that serious- or maybe it will be, but at least you'll be getting the professional help you need.
I also know about religon holding you back from these "death" thoughts, I too struggle with what I should be doing and what a Higher Power wants me to do. It's another thing you can address with a therapist.
Hope this helps. Like I said, I just started therapy, but believe me, even one session will help you bring up some problems that are bugging you and promise to help you fix them.