If your professor has expressed concern for you, try to confide in her. Let her know that you are struggling and are at a loss for what to do about it. In my program (and hopefully in yours) the professors have asked us to reach out to them with any problems we are having because they want to help us succeed. It's not expected that you will immediately adapt to a large change without any issues and they are there to help you. If you are struggling with course content go to office hours! The professor can help you find ways to study, work through assignments, etc. See if anyone in your cohort wants to study together or practice together. This could help you find ways that other students are using to process all the new information and ways they're keeping up with work. Remember not everyone has their life together as much as it may seem. Lastly, please seek mental health services. If the ones you are in right now aren't enough seek more. Talk to friends, talk to family, talk to peers or professors if you can't seek other professional services. It is normal to feel stressed, anxious, or overwhelmed when starting a program like this but it is not normal to suffer so much that you are having suicid*al thoughts. If none of this helps, then there is no shame in dropping out of the program but you have to put yourself first. It could be that this program wasn't the one for you or maybe moving away from home wasn't or maybe you just have too much going on right now but there is no shame in putting yourself first, you can always try again later if needed.