As was mentioned somewhere else, I also agree that you should give her space. She has told you she needs it. Please take her word that she is just not ready for a relationship yet.
I am not a professional, but I suspect she has more mental issues going on than just depression. For example, it concerns me that she says she "does not like people." And that she is "cold," and you never know how she is going to react.
You have only known her two months. You really don't know that much about her. You can not solve her problems. In fact, look at how she is affecting your life. You are upset, and I am concerned that she is not healthy for you.
That's my personal opinion. I honestly think you should be looking around for a more psychologically healthy woman and not put your eggs in this basket.
If you can't get her out of your mind, then I suggest you talk to a counselor.
I know this post is not what you want to hear. Have you talked to any friends or relatives about her? They might have some opinions, if they have met her--and of course, I only know what you are telling me.