I would also iterate to the other side, that sometimes people going through depression or the like may feel embarrassed or shy about exposing their pain. As it may make them close off even more, so you don’t want to be too “helpful” and force it.

Keep in mind that a lot of times people aren’t really needing any advice or anything but just need an ear to air out their problems. Also, if you are wanting to give advice, try to be less; “you should…” and more “have you tried…”

Depression is a very, very touchy subject and needs to be handled with a lot of care.