Do I need to go to ER?

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I have depression and for the past month or so I haven't done shit. I stay inside at home all day and don't go out much except the occasional walk because I find no point as there is nothing for me to look forward to.

I've attempted suicide 3 times and purposely failed 2 of them for attention and the third one I pulled the trigger on my dads gun but didn't notice the safety was on. After pulling the trigger I didn't turn it off and put it away. I was sent to the ER about 1 hour after telling my school counselour this(I did this about an hour before school).

Now I have been thinking every 2-3 days at least 3 times a day how I could just take my car, drive to a building that is at least 12 stories high, then go up and jump to my death.

I feel it's really my fault I'm depressed and that I'm faking depression just to not do anything and stay home all day. I got a call from my primary doctor saying he saw my depression screening exam scores from yesterday and that they were really high and that I should talk to my psychiatrist to either change the pills or increase dosage.

I called my psychiatrist but a nurse picked up the phone, I told her about pills and how I think I can just drive to find a building to jump off and she told me I should go to the ER for having those thoughts.

What do I do? I feel if I had friends or something to look forward to in life I wouldnt be like this but it's my fault I havent found anything nor try anymore.