I'm 18 and I self harm (cut) with a blade. Will the scars heal? How do I know not to cut any major vessels? How deep is too deep?

Self -Harm. It would be unethical for physicians to provide you with instructions on how best to harm yourself. Yes - self lacerations often leave permanent scars both physically and emotionally. If you are not in therapy- please consider dialectical behavioral therapy.
Seek help. self-mutilation is a very serious illness. Often times, the scars remain forever. As to your second question, anything that breaks the skin is too deep. See a counselor to find better ways to deal with stress than cutting. If you feel suicidal at any time, go to the ER. Hope this helps!
Cutting. Scars from self-injury scars may or may not heal. Any self inflicted intentional cut is too deep. Finding a therapist to get to the root of your need to injure yourself is essential. There are healthier coping mechanisms, and s/he can quide you during the process. Best wishes.