A player in a game you're running has expressed a desire for his character to commit suicide.
This character did not begin the game with any suicidal tendencies, suicide was never part of the intended character arc for this player. In fact the character began quite enthusiastically, but things have not gone his way. In the first session you hit pretty hard and you may have missed, set aside, or just ignored his signals for desired game experiences. Maybe they didn't make sense to you. Maybe you were railroading a little bit. In the second session maybe he failed some important rolls, maybe you took away some stuff he felt he couldn't do without. That can't be undone, because the fiction has moved on from that point. Now, feeling like there's no way for him to progress his goals in this game, or no point in trying to do so, he expresses a sincere wish for his character to kill himself.
How do you feel? What do you do?