What not to do when someone you care about is experiencing depression.
If you are going to do one thing when someone is depressed, anxious, or feeling any painful emotion, it is "validate". It is not only helpful when people are struggling, it is pretty much the single most effective relationship strategy.
Validating is more than just listening, it's giving the other person the experience that we understand and accept how they are feeling, and why they feel that way.
Most people trip up on the acceptance bit, acceptance is not the same thing as agreeing, and a lot of people find it hard not to try and calm the person down, or the even subtler version, convince them "everything will be fine": well intentioned, but invalidating.
But far and away the thing that makes validating hard is that, for one reason or another, we are often too busy thinking about what we are going to say next, and often, because emotions are hard, wanting it all to go away.
So the real key to being able to validate people, whether depressed, angry or just upset, is to slow down, take a breath, tolerate our own feelings and responses, suspend judgment and fully accept the other's point of view.
When we really manage to do this, real empathy happens, not sympathy or understanding, but actually feeling like someone else gets what we feel.
Generally, it is a better idea to start with validation, and save those other things for later.
And sometimes just feeling understood, truly deeply understood, is enough on its own..