Give a bit of thought to this passage from Unamuno's magnum opus, The Tragic Sense of Life:
It has often been said that every man who has suffered still prefers to be himself, with all his misfortunes, than someone else, even without those misfortunes. For the fact is that unfortunate men, as long as they keep their sanity in the midst of their misfortune, that is, as long as they still strive to persist in themselves, prefer misfortune to non-being. Of myself I can say that when I was a young man, even when I was a boy, I was not to be moved by the pathetic pictures of Hell that were drawn for me, for even at the time nothing seemed as terrible as Nothingness. I was already possessed of a furious hunger to be, “an apprentice for divinity,” as one of our ascetics put it. ~ Miguel de Unamuno, The Tragic Sense of Life
What Unamuno is saying here may, on the one hand, seem to some to be patently true. On the other hand, those persons who share with me what might be called "suicidal tendencies" may consider the idea that suffering is worse than oblivion to be utter nonsense.
I guess that it is the ferocity of Unamuno's desire for "divinity"--that is, for immortality--that makes him so willing to risk what Prince Hamlet called "the rub." It was surely oblivion--dreamless sleep--that appealed to Hamlet as he found himself inextricably caught up in afflications for which he could find no remedy other than death.
Whatever your immediate take concerning Unamuno's thought on the matter, until you have contemplated death as the ultimate antidote, you can't really know where you stand.