In my experience The biggest issues the friends and family of a depressed person have are:
1 they don't understand the depth and breadth of this illness, how is spreads itself over every aspect of our lives, how it warps the way we see ourselves and the rest of the world and how hard it clings to us (like a feeding tick) just ducking away our life and our joy.
2. Because they don't understand, the don't know what to do or say to help us, and a good many of our friends and family really do want to help us. They just don't have a clue. So they say things that hurt, things that infuriate us, things that make us despair even more
3. Because they can't help us, they feel guilty. And guilt makes them feel uncomfortable. That's when they either start to blame themselves (and pull away from us) or start to blame us (you're not trying hard enough to get well). Many people don't understand that a mental illness is different from a physical illness--take your antibiotic for 10 days and your infection goes away right? It's not like that with what we have. Because they don't understand, they want it to be that simple-/take your meds, see a therapist, try harder and you'll be cured.
We know, because we live it every day, that it's not like that. When people start saying things to me that hurt me or just make me so mad, I try to remember these three things: they don't understand, they want to help and they can't, and not being able to help makes them feel guilty and inadequate. And that's why they're saying those things. It doesn't always help, but sometimes it takes the sting out a bit