By the sound of it I can pretty much rule out that somebody close to you died. I rather guess that you either broke up with your girlfriend or have messed up at university big time, which I both managed to do already in my short lifetime ^^. I rather think it's the first option though.
But no matter what, your next few weeks to months will generally suck, so just get prepared for tough times. They will pass though, and you will emerge from it a good deal wiser than you were before.
Also, while it usually helps to drink a glass or two with a pal, DON'T start doing it now if you are not into drinking. Same goes for other drugs. While you do escape from reality and it does ease your pain, you're even more likely to get psychically addicted to it, as both booze and drugs don't solve problems, they just make you numb, and create a shitload of other problems you'd have to deal with.
Also, when you are really down and are considering suicide, which would be no shame to admit, as I guess almost everyone had done so with various degrees of determination, think of the people who love you and of the consequences such a permanent solution to temporary problems would have for them.
Now what I usually do (well, gladly NOT usually, but you get my meaning), when I'm down is sport, as you mentioned already, allthough not team sports or sports where you are dependant on someone else. Now I am not talking about going for a stroll in fresh air (which too helps), but serious, exhausting endurance sport. I then go running, biking or swimming without setting a target or goal, but just to the point of complete and utter exhaustion, almost to the point you're going to vomit. It's advisable to have a friend (or good public transport) to bring you home afterwards though. That has several advantages:
Most importantly I start getting into kind of a trance or medidational state of mind after just a few minutes of excercise. In that state, propably induced by the always repeating steps and deep breathing, I ususally get my problems in a better perspective and can think about them calmly, and even if I am not going to solve them, I'm going to find them more bearable afterwards.
Also it's quite more healthy than boozing, doing drugs or eating overly much in frustration, while still satisfying the need to "destroy" oneself.
As I am not a very sporty person, it fills me with feelng of achievement and victory because I did something that I deemed way above my abilites, like running 15 kilometers or swimming for an hour straight.
And, the last advantage: just like most drugs, the exhaustion will trigger you glands to flush your blood circuit with endorphines, making you literally high.
Now, if my guess is correct that your problem is induced by a girl, a last advice: don't see her or talk to her. While it definately hurts to absolutely lose contact, you'll probably need it to get over with quickly. When my first long (meaning oover a year) relationship broke up, I was quite stupidly still seeing her almost every week, as we were best friends before the relationship. Quite unsurprisingly, I was still in love with her, and as I saw her so often I couldn't get over it. Especially as she started complaining to me about her numerous new boyfriends she had in quick succession after me, which made me hope that she would come back. Thus I spent a time longer than our relationship hoping and dreaming and most of all depressed and frustrated, until I couldn't bear it any longer and completely dismissed her. It was then a matter of weeks till I felt better and started daitng other girls, which I wasn't able to as long as I had clung to her.
So conclusively: heads up, it'll get better