I can relate, as I struggled with anxiety and depression, off and on, for many years.
I can't speak for everyone, as we're all different, but I think there were many times when I just needed someone to listen and be there for me. So many people were full of advice, or wanted to try to tell me what I was really thinking or feeling. This was very frustrating and just added to the stress I was already dealing with.
That isn't to say that some sensible advice isn't sometimes helpful, but sometimes people really just need to be heard, and they often need to find certain answers on their own. The most helpful people I talked to were the ones who listened without interrupting, and who knew what questions to ask.
And, of course, let them know that you care. And if they're really getting discouraged or down on themselves, remind them of their good qualities, try to give them hope and encouragement, and show them lots of love.
This may not work for everyone, especially someone who is severely depressed and possibly suicidal, but that's what I would try to do.
Best of luck!
