People "go nowhere" in essence but wait until they can reincarnate. Let's say they can be incubated into a state of sorts on certain places (Read HP assessment on this.). It isn't like a journey of a walk or transition that you would imagine now.
Regardless, I would notice that majority of people who suicide have a very dangerous situation ahead of them being that this is completely unnatural and brutal, with unfinished business and great great trauma. Dying will change nothing and can actually propel the conscious (if they are) into a state of panic of another level.
Not to mention delay of reincarnation and other horrible things.
People when usually ask this they desire to know an enabling of sorts for their mind, be it is subconscious. This cannot happen and entertaining this needs to stop forcefully. Never entertain death like this.