On the depression front you may want to start a casual conversation about depression being a real illness. I know talking is hard for you but if you're not talking about yourself maybe it will be easier and you can get a clearer idea of how he feels about the subject.
As for appearing weird, well, hopefully it will come off as more quirky than weird. Most guys don't understand women anyway and often shrug it off or think it's cute when girls do something innocently weird. At any rate, I think you'll be better off dealing with being a little weird versus suffering in silence.
Cyran0