When you are depressed, see if there's a serious problem in your life that is causing you to be depressed and devote as much time and energy as you can muster towards exploring solutions to that problem, even if they entail dramatic life-changing decisions, because that's the kind of problem we're dealing with here. Examples of such problems: you hate your graduate program. You have no friends in your city and no ide…
You are under the common delusion that depression is caused by something in a person's life/environment.
This is NOT TRUE!
Depression is often caused by nothing whatsoever. Someone is simply depressed with absolutely no reason at all.
Depression that is caused by something is not strictly depression, it is a semi-normal response to difficultly and people will automatically fight to try to make life better - you don't have to tell them to do that. (The problem comes when they aren't able, or don't know how, to fix things.)
Depression is caused by nothing. The brain is just not working right. You just have to wait it out, learn coping methods, sometimes drugs, or sometimes you may be able to do a physical activity that gets the brain working right again.
If you can internalize that depression is not caused by circumstance you will go a long way toward understanding people with depression.