Depression is no easy thing to deal with. Both for the depressed individual and the people who love these individuals. If you have a friend or family member who are depressed or have suicidal thoughts, these are the things to keep in mind:
1. Never take light of their situation and feelings.
Many people who have never been in this situation before cannot understand what this individual is feeling. If you've never been depressed and suicidal before, you will never understand what goes on in that person's head and how they see the world.
A depressed and suicidal individual usually just sees themselves in being in a tunnel with no way out. The other end is blocked and no light seems to seep through. It seems to them as if there's no hope, no future, nothing good waiting for them in the future. That's why they don't see any sense in staying in that tunnel for the next 5 or so decades. No, they just want to end it now so they don't have to feel any pain anymore.
Saying things that signals you not taking their pain seriously would be a huge mistake.
"Oh come on now, let's not think like that..." - those suicidal thoughts aren't exactly controllable. You can't just turn them on and off whenever you want. So saying this would not help anyone, maybe even hurt the person further.
"Things are going to be better soon." - unless you're God, also avoid saying this. No one knows what's going to happen, and saying this cliche would definitely do nothing to help.
"Life is beautiful, why do you want to go so soon?" - clearly, life is no longer beautiful for them. You should understand that.
"Suicide is selfish and stupid" - right, because calling a depressed person selfish and stupid is helpful. Before these words come out of your mouth, think about this: why do you think someone wants to end their life? Is it because they're selfish or stupid? No. It's because they have tried to find a way out of their problems, and can't seem to locate one. So words like these would only make that person uber mad at you, I guarantee. It will only make things worse.
"Times like these are going to pass." - The only thing that's going to "pass" without help is the person's soul, passing on to the other side. Also not helpful, since depression is not a phase. It's a psychological condition that needs to be treated properly.
So what can you say to a depressed/suicidal loved one?
2. Be there for them.
Say: "I know you're miserable. I might not be able to understand what you're going through, but I'm here for you."
And then offer to do something to spend more time with them, as much and as often as you can. Think of it like this: the more time they spend with people they love, the less time they have to feel lonely, to wallow in self-pity, to think about how murky and dark their lives look like. Depending on the how far or near the person is towards the actual act of suicide, the more they have someone spend time with them, the less time they have to think about how attractive suicide can be, and they can't possibly kill themselves while you were there, can they? You wouldn't let them.
Additional advice: do with them things they've never done before. Help them find new hobbies, meet new people, find things that spike their interests and -hopefully- would make them want to delay their suicide. If they find a new exciting thing to do, or met an amazing girl or boy, they might just cancel their one way trips to the spirit world.
3. Push them to get professional help.
Talking to a professional will help them sort their feelings and thoughts out. And a professional will usually have advice on simple steps on how to deal with their numerous problems. In my case, talking to a professional helped me understand why I now feel the way I do, what life circumstances had led to those, even if I haven't found the way out of it yet. It's hard work, and sometimes the therapist would make me do things I don't feel like doing, but in the end, it was good for me, as he had foreseen.
Talking to a professional could help the individual understand themselves more and maybe be less harsh on themselves, since sometimes, not all our failures are our faults. Sometimes circumstances just puts us there. Sometimes the game just gives us shitty cards.
So there you go. I hope this take can help you understand what a depressed and/or suicidal individual might be going through, and help you know what to say or not say when a beloved one tells you they're suffering from this psychological condition.
If you have any additional information, please write in the comments.