Early in my masochistic exploration, I produced a series of marks that seem to be accidentally permanent. The pain itself was really nothing "extreme", but it did end up leaving marks, and I am still not particularly pleased about that. I haven't repeated that particular experiement since.
I guess my message being sometimes accidents happen and you go to far. Everyone makes mistakes, as long as you remember not to do them again I think you're still mentally in an okay place. If you do something that you know full well inside yourself isn't right for you to be doing or is going to cause you a kind of harm you know you will regret later, then it might be time to take a more serious look at what you need to do next.
There's nothing at all wrong with masochism. But as I like to remind people, it's not (generally) the "pain olympics" about taking as much as possible. It's about finding the level of balance between pleasure and pain that is right for you.
I'd also agree that it's something best taken on when in an already good, and generally non-destructive mood. I've had my fair share of depression in my life, and I can certainly testify that when "down", judgement isn't always as clear as it should be.
Hime:
"It's sort of like the difference between someone being overweight and happy that way, or someone being overweight because they can't break out of a cycle of eating and feeling guilty about it and eating more (not that I've ever done that or anything... ). It might look the same from the outside, but one person is in control of their life and one is not."
That's a very good analogy I think.