It sounds like the two of you frightened yourselves with the power of your imaginations. Anecdotally, many young people engage in similar “paranormal” activities. It happens so often that it could be characterized as a “phase.” These sorts of things can happen whenever one discovers the Ouija board or engages in other occult activities. It’s very common but ill-advised.
Sometimes these games go too far. For example, a recent case involved two 12-year-old girls who read about a fictional character named the Slender Man on a horror story website. The two girls convinced themselves that this fictional character was real and that he commanded them to murder a young girl in order to pay him homage. They then stabbed a 12-year-old girl 19 times. Thankfully, their victim survived. The two girls are currently awaiting trial for attempted murder.
The best thing to do is to stop engaging in these types of activities. It wasn’t a pleasant experience for either of you. You also linked it to your mental health problems. Voluntarily and willingly attempting to elicit negative experiences seems like a bad idea. It’s a form of self-destructive behavior.
If you have depression and anxiety, then you should seek treatment from a mental health professional. Highly effective treatments exist for both conditions. Ask your parents to assist you with accessing treatment. There’s no reason to suffer with treatable ailments. Please take care.
Dr. Kristina Randle