Depression is a lonely existance, because other people don't understand. It is a low energy illness, a feeling of meaninglessness, guilt, shame, worthlessness and hopelessness. It is not just a state of mind, but an illness, a disability and can sometimes lead to suicide in very serious cases. Advice does not usually work, even when meant well because the person is often totally unable to take it. There is much the person can do to help themselves, but they need to feel well enough to find them for themselves.
For more information: http://www.comh.ca/publications/resources/asw/SCDPAntidepressantSkills.pdf