My depressing thoughts are confusing & scaring me?

I was recently diagnosed with Major Depressive Disorder (Clinically Depressed) I'm 13 & I just got out of the hospital June 20th because I kept threatening that I would kill myself so my parents took me to a "mental hospital".. it helped. The therapy there helped. I also now have my own therapist that i only recently started seeing. My suicidal thoughts have decreased (I'm on Celexa for medication btw) but I still have those thoughts.. & they just make me wanna cry.. I used to cut myself.. my parents knew too.. & I stopped.. I gave what I used to my parents but I still have thoughts and urges to do it.. I never ever thought I would end up in a place like this.. where I was just so un happy.. The medication is helping but I still have all these violent thoughts & their scaring me.. I don't feel like I will kill myself or anything.. it's not that serious but idk what to do now.. I don't even know wtf Major Depressive Disorder is!!