Thank you very much

“Okay, thank you very much.”
“And say now – I’m married, and I have a kid, and I have a life! It’s a bit of a struggle, but I have a life. And you can do the same thing, I did it… Í did it! And I could have been dead, and trust me if she wanted to be dead she’d be dead.”
“Right.”
“That’s the thing.”
“Thank you very much.”
“But, the problem is that when people play with being dead, sometimes they, eh, they get dead when they didn’t exactly plan it either.”
“Especially with guns.”
“Yeah, that’s… see that’s not very typical for females, females tend not to be messy…yeah…”
“I know.”
“Yeah, we’re always… we are even fuzzy when we’re doing that, weird… Alright. Call me back after you have this talk, because I think it’s going to be cathartic for you, and a bíg bólster for her.”
“Okay, thank you very much.”
“You’re welcome.”
“Bye.”

This is the final part of a radio talk show, hosted by Dr. Laura Schlessinger. Her radio program consists mainly of her responses to callers’ requests for personal advice. This piece of conversation, without any further context, puzzles me. What is the problem here?