Is it permissible to supplicate by saying: "O Lord, relieve me from this worldly life," and is that considered a supplication against oneself?

If the supplicant intends, by their supplication, relief from distress and hardship in this world, then their supplication is permissible and there is no harm in it. However, if they intend, by their supplication, to pray for death upon themselves and to seek rest from the worries of this world, then this is not permissible.