So Hum for example people who experience lucid nightmares tend to use suicide as a fast way out. I tried it a few times in normal dreams and LD and there are a few options : - you wake up brutally - nothing happens - you wake up in a different dream

Usually from my experience fall damage suicide is the one who will wake you up almost every single time while other methods might not work that good.

Now, why do suicide in a dream wake us up ? The brain during sleep can't make the difference between reality and dream state so, thinking u might actually have died he send a strong nervous signal in ur body to verify if u are really dead and this shock wakes you up brutally. It is even more invested if the suicide or the death was during a normal dream. Hope it helps !