they haven't been through it, but have you tried talking to them? I started uni a week ago, and I still get nervous going to classes I hate.. however, it's EASY to meet people and the work isn't that bad, however, i've done sht all for homework and am getting behind, but the social situations arent really a problem.
and why are you depressed? for me, i'm sitting with this girl i really like in my class that i've known for a while, i went through this whole depressive phase and now it's coming back, and, assumingly like you, i dont talk to people about it.. what's it for you?