I was browsing Cracked today (yeah, I know, I have no life), and apparently there was a line of comics in which Mickey tried to commit suicide during the 30's.
Another link - look at the picture on the top left of this article. Doesn't that walk look familiar...?
Just thought it was interesting, and might have influenced the legend of the suicide mouse video. I know it was called SuicideMouse for what the video supposedly made viewers do, not for what happened in it, but it could explain Mickey's pose and depressed expression at the beginning.