It's wrong to say depression is not real.
Dave's friend Wayne hasn't seemed like himself and confesses to Dave that he's having sad and suicidal thoughts.
Dave wants to help Wayne deal with his feelings.
Dave tells Wayne to treat his feelings seriously and go in for counseling to treat his sadness.
Dave tells Wayne that his sad feelings are all in his head and that he needs to look at the bright side of life.
Wayne goes in for help and starts a treatment program, which pulls him out of his depression.
Wayne's feelings do not improve, and he feels even more alone, isolated, and misunderstood.