Your questions suggests two possibilities -
1.- you may be having depression
with auditory hallucinations
( psychotic features)
2.- you may be suffering from a primary psychotic illness.
I will need more details -
how long have you been having these symptoms?
how is your mood most of the time ( are you feeling sad, okay or happy)?
does the voice in your head talk to you, comment on you or asks you do things?
I am concerned by the fact you have thoughts of self-harming.
It is quite clear by your question that you need to see a psychiatrist
urgently. Kindly contact your nearest psychiatrist asap.
Dr Ravindra Agrawal