"Then down into the basement…What I wanted, I think, was just to do something extreme. Something that would be hard afterwards to pretend I hadn't done. I got the gun out of the toolbox, sat down on a haybale, put my left hand palm-down on the rough hay, stuck the muzzle into that little web of skin between your thumb and the rest of your hand and shot myself there more or less experimentally. To see what it would be like. Jesus Christ it hurt. Oh, not the worst I ever felt: nothing to compare with, say, bright pain in a tooth. This was like hitting yourself with a hammer, hard, and knowing you've done damage; but with a raw stinging afterwards that just seemed to get worse and worse and worse. That's Jernigan all over: first you swallow a bunch of drugstore anodynes and then you want to feel something and then you bitch and moan because it hurts."(From Jernigan by David Gates.)
That about sums it up.