Sometimes I'll have these crazy urges to stab myself.
Why are you feeling the urge to stab yourself?
I am sad that my grandfather passed and I do not want to go on without him
You should never inflict harm on yourself. You need to get immediate help for this feeling or it could actually happen and you could end up in a hospital.
I'm fine. I have a therapist.
Well if you have a therapist already then you should be speaking with them when you feel low, instead of committing self-harm. Your grandparent wouldn't want to see you in so much pain, so you should do what you can to try and accept what happened and move on.