Severely depressed people are different from most the rest of us in one important way: they fundamentally believe that they are worthless people and that their lives are hopeless.
Hopelessness poses a problem not just for the depressed person, but for his friends as well. For most of us, when we hear a friend telling us that his life is hopeless, our knee-jerk reaction is to disagree with him. It is perfectly apparent to us that there are things that he can look forward to. Perhaps if we point out these things to him, he would remember them and feel better.
But that is not what happens. Instead, he ignores what we have said or gets frustrated with us for failing to understanding what he has been trying to tell us: nothing good will ever happen for him. The more we argue and question, the more and more evidence he provides to support his case. The only thing that will make him feel heard is for us to acknowledge his incredible sadness and hopelessness, and if such acknowledgement is to be genuine, it requires us to empathize with his feelings - to actually inhabit them, for a little while, ourselves.
Empathizing in this way is emotionally difficult, of course, and so is the feeling that our friend is not listening to our perfectly well-reasoned arguments about what he has to look forward to. Yet for our dear friends, we may be willing to hear and, to the best of our ability, empathize. What happens to a friendship, though, when every encounter is a submersion in our friend's depths of despair with no evident progress? To say the least, this is enough to wear anyone out. Yet this is our friend we are talking about, and we want to be there for him, especially when his misery is chasing everyone else away. When do we let go?