I once heard a wise man say: never **** anyone crazier than yourself. Words to live by... It really depends on your jurisdiction, but I think it might be better to find a trusted friend/relative to hold it or to sell it. Unless it is a rare gun of some kind, you can (depending on your state law) buy another one when you are feeling better. Getting the police involved could harm you down the road. There would almost certainly be record of you admitting some sort of mental instability.