Sorry to hear your story BC. As others said, major depressive disorder is a mental disorder that most of the time will require professional treatment. You cannot fix it with a good chat, a hug, exercise etc. This is different to a "mild depression" or down feeling we all have from time to time and in some sense, we always know in the back of our minds that life will get better at some time.

Commonly the person suffering from depression believes the world would be better off without them. People suffering from MDD who also have suicidal thoughts are often in such a state where they are simply trying to muster the energy to to commit suicide. It's not a question of "if" but "when". It is a hugely misunderstood condition and I would suggest seeking out some research of your own from reputable sources so you can maybe get some more understanding and hopefully closure as to how your friend was feeling. It is extremely difficult to help someone with MDD without some sort of professional help so I hope you are not too hard on yourself.

Let me know if you would like some help in doing this.