Before you even get into the physical exam, the medical officer or PA will ask you a HUGE amount of questions about your medical past, including questions about mental health. Answer them honestly, and disclose what happened to you, what you did and why. Be honest or they are going to get VERY curious when they see the scars.
Also, while you claim that they aren't serious, and have not been diagnosed with anything, have you ever spoken to anyone about it? Have you sought help for it and recovered? Because if they suspect you have a history of depression, self-mutilation/cutting, it could cause some problems for you, especially if they don't feel you've dealt with it properly. As Armymedic has said, the largest cause of death amongst CF members is suicide. They take it very seriously, and so should you. If you've never spoken to anyone about it, you may want to consider speaking to a psychiatrist BEFORE you go for the medical. Mention that you're planning to join the CF and about the problems you had. If you can get the psychiatrist to evaluate your current state of mental health, and write a letter to your recruiters saying that you have no problems, it will probably serve you well.
