I'm not sure what the rules are in your school district, but in the district my kids were in, had any of them threatened to stab someone, I would have been called. I find it odd that no one at your school told your parents already and involved authorities, for that matter.
That said...
Thinking about wanting to stab someone and actually doing it are very different things. I doubt thinking about it makes you a serial killer or bound for hell or any such thing. To me, you sound like someone who copes poorly with stress and like someone who could benefit from learning some coping skills for that. It might be an uncomfortable conversation to have with your parents, but if it could help you in the long run, it might be worth it for your overall health and well being. My two cents.