Agree very much with some of @Kyrielle and @Lexicon 's comment.
While I do not think I have reached clinical depression level ever (as I've always been able to continue going through the motions externally of going to work, and getting together with friends sporadically... I don't have an active social life even in the best of times!), I definitely went through a number of years where I was having existential issues/questions as a 'norm', was generally blah/unhappy about my life, etc; but it took me a number of years internally to morph myself / my thoughts/ my brain wiring into a different state and perspective about certain things. Maybe I did self-cog. therapy, I really don't know. ha!
Anyway, I think the number one thing I loved about my friends at that time was they just allowed me to 'be' - they didn't push my thoughts, would occasionally suggest things but mostly just gave me the space/time/permission to talk things out at my own time, or not talk about things at all ...allowed me to be in this somewhat dissatisfied state because the nature of my dissatisfaction wasn't a quick fix ... many things were interconnected together and it was a journey I had to travel on my own, for the most part. So a lot of the times I didn't have anything to actually talk about - it was the same old same old, that I was trying to figure out on my own and needed to figure out on my own. But yeah, I could simply BE with them, and it was ok. (and.. they could relate to elements, which helped)
And yeah... absolutely ... getting out and doing things externally is critical to keep myself from getting too wrapped up into an inward spiral. Another piece for me was simply acknowledging that these more blah times would happen, and that it's actually 'OK' that they happen. My finally accepting this as an aspect of myself removed the anxiety/self-judging which exacerbated the problem, so the long periods of general malaise - that had been more of a lifestyle/'norm' in my 20's - has dissipated now. Might come back.. and a dip probably will come back at some point in the future when events or whatever force me to change perceptions and evaluate things once again, but I am hopeful I'll have better tools/understanding at that point to deal with it better.