Depression Support Group
Depression is a real and debilitating condition that is often misunderstood by family and friends. Its meaning can range from a prolonged period of sadness to an actual mental illness with specific symptoms. Find and share experiences with others who are going through the same struggles.
Second are you in therapy and are you seeing a Psychiatrist?
Depression is a self-destructive effort to avoid feeling.
Mood changes don't come "out of the blue" they are always started by an event, a memory, a dream. This is what your friends want to know and help you with. Not what the depression has you feeling.
I don't know what type of depression you have, but having suicidal thoughts do indicate that you are struggling real bad. And you shouldn't feel ashamed talking about this. When it comes to how your friends respond to this, it could also be that they don't understand what you are going through. It is easy for a person who haven't been experiencing the same like you to respond in a very insensitive way or seem more uncaring. Or they just think this is a little crisis you are having and wants for you to manage moving on from these sad moments.
Good friends should be more understanding, and to let you be yourself, and to try cheering you up, but still respect you if you wouldn't manage feeling cheered up at once. I remember having a time where I struggled a lot, when my friends made jokes and laughed I couldn't laugh myself, my emotions felt all broken, but my friends presence was nice for me. And they would respect me and to not push me into having to act all happy-like together with them. They let me have all the time I needed before I could manage becoming more myself again. But have in mind that not everyone will understand you and what you are going through.
Talking to someone who you can trust and know will understand you is also a great idea. If you have no friends who understand you, nor no one in your family to confide in, then going to a Psychiatrist would be good for you. There is no shame in seeking help like this, and to talk out about the way you feel, to put words on your emotions, do might help you feel more relieved. Also something that has helped me a lot is to be writing in a journal, it is also very helpful to write down your every thoughts, opinions, and emotions.
Also I just noticed your age up there. You shouldn't feel as it is wrong feeling the way you do. It is very normal that many teens can struggle with feeling this way too. And it might be hard for your friends to help if they too go through their own life experiences, you all are so young and still will have to learn a lot on this journey whilst growing up. But you shouldn't let this bring you down, and I do think talking to someone who you feel you can trust and that is also a grown up would be a very good choice for you, as well as writing in a journal. Once you are feeling more relieved from all of this, then the more easier it will become managing to being happy and having more laughs together with your friends. :-)