Sadly, confidantes begin as acquaintances, and the way to get from A to B is with small talk that gradually develops into big talk. No shortcuts, alas. You've got to invest generous amounts of time and emotional energy, and we all know how tiny our emotional energy budget is when we're depressed
In the interim, support groups and therapists can fill that void - and therapists are really best for helping you sort through the big stuff, anyway. But, hey, there are plenty of ears and shoulders here, so let it rip!