2. Sometimes your friend might want to be alone. Do not take this personally.
3. The look on his/her face is not about you. So many times I have been accused of being angry at upset at someone simply because my face refuses to show anything but sorrow.
4. Encourage your friend to get help. This can be tricky. Try, "You deserve to live a better life and therapy can help you do that," rather than, "You are seriously screwed, you need a shrink."
But know that you cannot make anyone do anything. It will not help if you go to a therapy session with them unless you are asked by the therapist. Offer to drive the person to therapy, yes. Offer to help them find a therapist. Offer to pick them up, yes. But you can't do it for them.
5. Depression manifests itself in multiple ways. Sometimes my depression is not sadness, but lack of 'put up with crap' energy. Often it simply means I need more sleep. Sometimes I just feel extremely irritable. Your friend may have some or all of these symptoms if they are depressed.
6. You cannot fix them. Depression is an illness. It is not an attitude or a sign of laziness. Do not tell them to just make up their mind to be happy. This cannot be done.
7. If they threaten suicide, take them seriously. If you think they are going to hurt themselves, call 911. They may get mad, they may not be your friend anymore, but what is more important, that your friend lives, or that they speak to you?