You are already a supernatural being, killing yourself with do away with your physical incarnation and leave you as only supernatural. But all of the ancient Mysteries believed there were great spiritual consequences to suicide, so you'll probably be worse off than you are now. Just learn what you can in this life and get through it while being a good person.
Alternatively, you could learn magic and call upon spirits greater than yourself and see if any of them might absorb you completely. You would die but you'd be a part of something better.