I think you need find better people. If you were on a wheelchair they would welcome you, but a depressed person is a pariah. Hell, this depression thing is kind of epidemic what do they think? Really, try to raise the cultural level of your friends or supposedly friends.

The idea of taking classes in some artistic or creative activity is good. I am recently spending a lot of time among theatre people, actors and directors mainly from amateur groups, as a stage photographer. It is great people. Acting takes people in touch with emotions, and makes them more sensitive to one's and other's feelings.

But last, as a general rule, don't tell EVERYONE you are depressed. Don't do it before you are sure he/she can understand. If you can't get out of home, just say you have migraine, or back pain, or whatever "respectable" disease.

The best of luck