He never said. Nietzsche wrote very aphoristically, and it's often up to the reader to make sense of it.

For me, this saying resonates because I've found that when I think of suicide I feel better because it makes me think that after my death I won't have any more of the troubles that plague me in life. It'll be a relief. In a way, it's hope.

It also, I think, for a time gives me the feeling of control over my life.

The trick, though, is not to actually act on one's intention. I guess I'm pretty good at procrastinating, which has hurt me a lot in many other aspects of life, but it's good in this one sense.