One of the first steps in giving support to someone with depression is to ensure they receive professional help. This is a big step and one that will almost certainly help the person towards recovery. There is no quick fix for depression however, so the emotional and practical support offered by relatives and loved one's will make a huge difference to the recovery process. In this Sharepost I'm focusing on the aspect of understanding depression, not in the technical sense so much as the need to convey sympathy as a way of demonstrating you have a sense of what the person feels.
People function as social animals. We meet some of our own needs during social interactions such as a conversation with friends. These transactions are rewarding for everyone but in meeting the needs of depression we sometimes have to put these normal social expectations to one side. Pretty well everyone who has ever felt despondent knows the last thing they want is conversation. Multiply this feeling a few times and you begin to understand that depressed people simply cannot cope with conversation, let alone upsets and friction. This doesn't mean someone with depression can't or won't speak, but it does mean their focus will be inward looking.
Listening to someone who is depressed can be an effortful experience and there's little point sugarcoating the issue. However, when you know the sometimes long and repetitive stories are an important part of working through depression, it can at least take the edge off. For the depressed person, knowing someone cares enough to listen is very important. Even so, the person who listens and who offers their time, may find their dedication rewarded with further outpourings of sorrow. This may feel disconcerting but the hunger a depressed person often has for love and understanding means they are responding positively to your efforts.
Advice is one of the last things someone with depression wants or needs. By advice I mean the kind of home-baked problem-solving fix we've all used when people are in difficulty. Hold back on comments like, "what you need to do is," or "I know someone with the same problem, what they did," and so on. At one level the person with depression may sense you are trying to help, but at another they may interpret your comments as an indication of impatience. Depression appears to heighten emotions associated with any perceived rejection, withdrawal of love, or appreciation of personal worth.
If you are supporting someone with depression it is very important that you find time to recover your own stamina and spirits. If you allow your impatience to spill over, even through the casual use of a comment or light-hearted remark, your good work up to that point may unravel fairly quickly. Even if you bite your tongue, your body language may betray your fatigue or irritation. For the depressed person such things cut deep and may be interpreted as some form of betrayal or lack of understanding. Where possible try to share the care.