I think this would depend on her general mood. My 6 year old says weird things sometimes, like, if something seems wrong in his life, he says he thinks he needs to die and start again. Their young minds don't necessarily see death as final and as serious as we would.
Is she saying this while she is upset, angry, or moody? It may just be her way of saying she is totally frustrated and doesn't know what to do about it. Some children, rather than say things like that, will hit themselves in the face, bang their heads, etc. The thing is, you know your child, and what is going on in her life. So you will be able to see whether your child is just making emotional outbusrts or whether its coming from a deeper emotional problem.
If you rule out the normal explanations, then perhaps you do need to get some counselling for her.
