Forgive my semi-harsh reply that is going to follow , but i haven't had fun experiences with people who feel more sorry for themselves than the world around them.
So , if this feels offended , please stop reading.
I've had numerous experiences with people who were depressed from some sort of thing ; Lost love , lack of attention , job loss , unknown disease ,etc.
The thing is , no matter whay you say, they always find some excuse to make them even feel more miserable because of it , and they lure you with them in their depressed state.
There's only one person who can get them out of their depression , and that's themselves. Now i don't say you should leave them alone or make them feel more pathetic to " shake them up " , but don't always be there for them. People get used to help and attention quite fast and next thing you know , you're depresses yourself.
One thing i found that always will help , is to tell people they are in control of their own life. If i wanted to go out, i'll go out NOW , and if i want to drink 15 beers in a row and feel good about it . i will. I can do whatever i want on this planet. Oh and surprise , surprise . if i want to do something , that needs skills , i've got to develop them. I'd love to be an astronaut , but i think the training would kill me , so i'll pass But i'm not gonna feel depressed about it. I'm still in control and i had the chance if i really wanted to.
Can't speak for love though .. had to little experience with that phenomenon. All i known is that people don't want me , they're not worth it. Simple as that.
Sure , it's ok to feel depressed. I'm depressed at least twice a week, but not all the time , that just sucks.