Is it normal to feel like I want to die, pretty much all the time?!

Lets clear the path first, I am not suicidal. I wouldn't kill myself, I don't have the guts to do so to be honest. I do self harm, but I won't go beyond a certain depth.. I know, I sound mental.. Maybe I am.. Maybe I am this freaky psychopath everybody has told me I am.. But still, I am getting help, so I guess that's a start. But recently, well 6 months being recently, I just feel like I want to die all the time. And its sad, 'cause I'm only 14 and I know I have a "huge life ahead of me" so I've been told, but It just doesn't seem to feel that way. I have the greatest Dad in the world, and the most amazing baby brother and I love them both so much, I don't know what I'd do not being able to wake up with Caeden's beautiful little smile in the morning, and my dads hugs :) Its great.. But I still can't seem to get my head around everything else going on in my life. I'm hurting, alot more than before.. And nothing seems to be stopping the pain. I have nobody to talk to, who understands what I'm going through, my Dad doesn't really like talking about "feelings" so I don't talk to him about stuff like this. I have no friends, I get bullied alot for who I am and the way I've been brought up. This probably doesn't even make sense but I hope you guys understand what I'm trying to get across. Please don't be horrible, and thank you to you guys who are actually willing to help me. You have no idea how much it means. x