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I think that you may want to let it go for now unless she brings it up again. I don't think you really have to explain yourself to her or anything unless you want to and just let her know you were having a hard time that day and it was an alternative for you, but you don't have to explain it if you don't want to, and if you let it drop, maybe she won't mention it again.

But, I don't think that it's wrong that it bothers you. I think I'd be a little worried or bothered if I didn't tell someone about my self harm (or, they saw something like lines and thought it was self harm) and they found out anyway, since well, I didn't want them to know to begin with. Is that like what's going on with you?

She does seem really nice and like a support system though, so at least that's good!