Sorry you're going through this. Depression is a miserable and downright dangerous disease. And two of its crueler aspects are that most of the medicines that can treat it have unpleasant side effects, which tend to show up soon after you start taking the meds, while the therapeutic effect of the drug can take weeks to show itself. On top of that, there is no reliable way for even the best psycho-pharmacologist to know which drug will work for which patient. There is unfortunately a good deal of trial and error involved in drug treatment of mood disorders. That's one of the reasons why, if you can, you should seek treatment from a psychiatrist who specializes in treating depression with drugs.
As for the increase in suicidal thinking you seem to be experiencing: this is a known risk of many anti-depressants, you should definitely report it asap to your doctor. If you believe you are at risk of harming yourself, or you start to plan how, when or where you would kill yourself, go to your nearest emergency room or call for an ambulance.
I sometimes think of anti-depressants as scaffolding we can stand on while we give lifestyle changes and therapy a chance to start helping. If you are not already working with a therapist, I would suggest you give it serious thought. Your doctor may be able to recommend a couple. Sometimes you need to meet with a few therapists before you find one you think you will be comfortable working with. One mode of therapy that has been proven to be very effective for many people with depression and/or anxiety is Cognitive Behavioral Therapy (CBT), which teaches that thoughts, feelings and behavior all affect each other and that by challenging the way we think about situations and people, etc, we can often change our feelings and or behaviors.
While you are seeking out a therapist and a medicine (or medicines) that help, you should try to eat well. If you have little appetite try small meals or protein shakes. Also, try to stick to a set bedtime and set time to wake up each day. Moderate aerobic exercise helps many peoples' mood. Even though you may find it hard to enjoy anything right now, try to participate every day in at least one activity that you usually find enjoyable. Finally, try to resist the urge that many people struggling with depression feel to isolate themselves. Do your best to stay in touch with friends and/or family - especially with people you can talk to about how you're feeling.
Depending on where you live you may find a chapter of the Depression Bipolar Support Alliance (DBSA) near you. Many people find their support meetings very helpful. You can get more information about the organizaton and about depression at their website: www.dbsalliance.org