Please note that I have no medical training, so there's a fair chance that most of this is pure guff. I wouldn't go trying it out on actually depressed people - at least, not without adult supervision.
The WhyNotSmile Guide to Helping a Depressed Person
1. Appreciate that you cannot, in fact, help in any real way at all. I'm sorry about this, because I know you mean well. But in reality, there is nothing you can do or say which will do anything more than make the other person Feel Better. Now this is nice in itself, of course, because we all like to feel better than we did 10 minutes ago, but the point is that if you say nice things and I feel better, there is nothing to say that once you leave the room I won't go back to feeling worse again. You should still feel free to tell me I'm awesome, though (except you'll have to be more specific, or I will assume you just read this and then decided to be lazy and not actually think about the ways in which I am awesome).
2. Crying is not the end of the world. Some of us like to cry. Not in a miserable crying-is-more-fun-than-laughing sort of way, but if you want to cry, you want to cry, and sometimes the easiest thing is just to get the feck on with it. After agreeing to marry Boyfriend Smile, I cried for 3 days. When I said that out loud, some other people said that they did too (when they got engaged, I mean, not when I did, because that would be weird), but people tend not to tell you things like that, so then you feel bad for crying and having to send Boyfriend Smile home so you could calm down, even though other people do Things Like That as well and everything turns out more or less fine.
3. All attempts at 'Cheering Up' will be met with the contempt they deserve. Remember, sad is happy for deep people. And I don't really care that there are other people who are worse off than me, unless they are standing right in front of me, in which case I will do what I can to help and then go back to bed feeling pretty much how I do right now.
4. Remember that depressed people are not necessarily useless. Some are, but this is generally an inbuilt characteristic, rather than something that the depression caused to happen. In much the same way, some depressed people are lazy fecks, some have blue eyes, and some like yogurt. Much like not-depressed people, in fact. The fact that we may not have the energy to do anything but stare out the window for an afternoon is not an indication that we are incapable of doing anything, ever. It's more that sometimes what's happening out the window is more interesting than you are, with your insistence on conversation and your questions and your complex expectations that I'll be able to formulate a reply. Especially if what's happening out the window is 'nothing'.
Tomorrow you might hold more fascination. Or you might not. It's hard to say.
Also remember that your parties, gatherings, and social events are not endlessly fascinating. But I'd still like to be invited to all of them, even though I probably won't go. From time to time you could suggest we do coffee or I get out of bed or something, as this may be more achievable.
5. Not all depressed people think in exactly the same way. It might be helpful to make an analogy with not-depressed people here. In fact, it may help to think of depressed people as if they are regular people.
6. If someone says they are depressed, don't say "Again? You're always depressed". I speak from experience when I say that this tends to be discouraging.
7. Also discouraging is when you say you were depressed that time your dog died. You weren't. You were sad because your dog died. And you might remind me about the time my dog died, and then I'll be sad too. So you're being discouraging and insensitive, and that's just mean.
8. With all this in mind, it should be apparent that perhaps one of the best things one can do if someone is depressed is to help them to help themselves. This may mean allowing them to be sad when they are sad. Or allowing them to cry when they want to cry. Or generally just demonstrating that being depressed does not make them a worse person. In other words, allowing them to realise that they are regular people who are not in the wrong for being sad. And that it is ok to say that. And that they can talk about being depressed without it being odd, or people thinking they're a bit dodgy or selfish. And that they can even go and tell a doctor that they are depressed, and that the doctor might be able to help.
Remember that depression is a lying fecker. It gets into your head, and then it's all like "Oh, you're useless and no one likes you", even though you are not really useless, and some people think you are Quite Nice. Sometimes it is helpful to point this out. Sometimes it's just annoying. You may have to experiment. It may be useful to be able to help the person to recognise that their brain is lying to them. Although, it may just freak them out, so you should probably try to say it tactfully.
It is always fine to tell me you think I'm Quite Nice (but again, you'll have to be more specific, or I will assume you just read this and then decided to be lazy and not actually think about the ways in which I am Quite Nice).
You should probably also read something written by actual medical people, who have some idea what they're talking about, rather than listening to me.