topics like depression or suicidal thoughts frequently feature in content warnings of other media and for good reason.
Hmm.... I am not a person who would benefit from such warnings, but I do find them obnoxious. While of course, I don't oppose them being created for people who want them, I also wish they would be optional. I had a direction of an episode spoiled more than once thanks to those content warning. THey also feel rather "corporate" to me, though I wouldn't jump to judgement without hearing an input of someone who actually benefits of them - but quite often I felt the content warnings were setting up a minor, brief and quite fantastical scenes.
Of course, I also don't believe that any creator is under an obligation to hand out a list of the content their work will contain. There are resources one can use to get an idea of what they are getting into (I often scour IMDB parental guide due to my dislike of gore, but I also find that written discriptors often sound more explicit than scenes themselves).
But from a more interesting perspective: where do you think OP such discriptor should be included? At the start of a hundereds of hours long RPG? At the beginning of act? Quest? WHen entering the location where such content occurs?