While you may not want any more people to know than already do, the important thing is that you get therapy if you need it. Many people suffer from depression, really. If you are comfortable with your GP, then go to him. If not, go online and find therapists in your area. Read about them and make a choice. Since even your friends are saying this to you, the problem (depression) must be rather evident; there is nothing wrong with trying to rid yourself of it. Good luck and God bless.
Please take your friends advice and get some help, your doctor will ask you to fill out a questionnare to determine if you have depression, there is no shame in asking for help for the way you are feeling, please don't try to cope with this on your own and get the help that you need.
Very best of luck.