Let's get some real medical advice weighing in on this topic:
being depressed is just thinking that your treated the worst on the planet
Actually being depressed is much more than this. Thinking you're miserable and all alone etc. is merely one possible end product.
Depression is a curious catch-22 because all the advice that generally comes about on how to 'deal with it' all requires faculties that are not generally available to depressed people by virtue of their being depressed. This is why depression, properly speaking, is termed a pathology- it disallows the sufferer from making adaptive responses.
Therefore it is inappropriate to be making judgments based on somebody's mood status. It is also inappropriate to refer to the 'worse off than' game of oneupmanship because while it's true that some people appear to whine while not having much reason to whereas others are incredibly stoic, saying 'be quiet, you're not really suffering' is in fact the most counterproductive thing you can do.
As far as the psychosocial dimension goes, the best thing you can do for a person who appears to be depressed or doing the various unhealthy practices that might be associated with 'emotional emo' people (however you want to call it), is simply to be good company. Since when did people have to be rational? You don't have to take everything at face value, but if you run with it, that shared process can be far more valuable than those miserable words that are said.
