I think a lot of that depends on the person and your relationship with them. I can tell you what helps me. I do tend to withdraw, and I don't like someone to be after me all the time asking how I'm doing. If I do tell someone I'm depressed and want to be alone, I prefer it when someone says "I'm here if you need anything, just let me know if I can help in any way. If you feel up to having company just to chat or to watch tv or anything, let me know." After that, for me, it's nice if they call me like every other day and, again, instead of "how are you feeling?" (I feel pressured when I'm asked that all the time and I tend to say I'm fine even if I'm not; again, this is just me) It's nice if they ask something like "So, what have you been up to? Would you like to go out for a cup of coffee or have some company?" Like I said, everyone is different, and this is just what helps me the most. I hope it is of some help to you though!