I can only assume that you are referring to participating in the Out of the Darkness Suicide Prevention Walk which raises money and awareness for suicide prevention. People who participate in this event understand deeply the devastation that death by suicide can bring to family members, friends, coworkers, acquaintances, and others who are left behind when their loved one dies by suicide. (I can attest that losing someone this way is deeply traumatic and forever life-changing.) Talk to some of them about why they are participating in the walk and the loved ones they lost to suicide.
Although you've made attempts to share your feelings of distress, perhaps you haven't connected with the right people in the right way. (I'm not blaming you.) For example, you may have thought you were being clear but were perceived as joking or referring to people in general, or you were being too vague to be understood. (Suicide, by the way, is never a joke.) Or perhaps you were perfectly clear, but the people you turned to lacked the required skills to effectively listen and responsibly act.
I strongly urge you not to give up on yourself. Keep trying. You're worth it. Here are some tips for coping.
1) Contact a crisis line or 911 if you are in immediate danger of self-harm. Several excellent options are listed in the article. Keep the numbers with you in your wallet just in case you need them in the future. You never know.
2) You're absolutely not alone in feeling that no one understands you. We ALL feel lonely, sad, rejected, or like giving up from time to time. However, if you're feeling like this on a regular basis rather than short-term, you may have clinical depression or another treatable mental illness. There is no more shame in this than having a physical illness, so do not let that stop you from seeking potentially life-saving treatment. I recommend that you seek out a mental health practitioner such as a clinical or counseling psychologist, psychiatrist, or mental health counselor. If you don't know where to start, try your family doctor and be super plain about your needs: "I have been feeling very depressed for the past x months, and I need a referral (or the name and number of) a qualified clinical or counseling psychologist. Will you recommend one?"
3) Exercise releases endorphins (the body's natural narcotics) that will help boost your mood as well as help you keep fit. Depending on the location and type of exercise, you may also meet new friends this way.
4) Make sure you are also eating right and getting enough sleep. Stuffing your body with junk food and depriving it of rest will cloud your thinking and limit your coping resources. Now is also NOT the time to turn to alcohol or other substances for relief. You need a clear mind and health body.
5) Remove your access to firearms. PLEASE! Note that suicide is often not a well-planned act but instead reactionary. By thinking ahead and removing access to this extremely lethal means of self-harm, you're potentially saving your life.
6) Look into ways that you can help others either informally or formally, through volunteering. Turning your attention outward rather than inward can help you feel good about your contributions to others' well being and make you feel needed.
6) Humor can really help when you're depressed -- funny movies on Netflix, YouTube videos, going to a comedy club, for example. Like exercise, laughing releases endorphins that can boost your mood.
7) Try to expand and deepen your social support network. Spend more time with people who validate you as a person. Broaden your friendship circle to include other positive influences -- people who are easy to talk to, people who make you laugh, etc.
8) Express yourself through a journal or creatively. Being able to get your feelings out into written word may help you process them.
I hope these ideas help you.