Death is coming for all of us no matter what we do. Part of life is coming to terms with this fact and accepting its inevitability. Its one of the unifying experiences of life. Given this, it is not at all surprising that we all fantasize about our own deaths at some point. Its not something most of us like to admit or talk about because of the negative connotations society will place on it. You must have mental issues to think such disturbing thoughts, right? But the fact is that thinking through the prospect of your death and the effect it would have on your loved ones is a healthy mental exercise. It shows that you have a good sense of introspection, awareness, and self worth. As long as its not a consistent issue, dont feel strange or guilty about it.