Depression isn't just unhappiness with one's current position in life. Sometimes it can be caused by hormonal balances but it definitely isn't as simple as fixing your situation in life.
I have plenty of friends and acquaintances, I don't usually have to worry about money (i'm not rich but i don't have to worry about it usually) and I have access to food whenever I am hungry. I've never been physically bullied and maybe verbally bullied a couple of times, which I usually don't care about anyways. My parents are usually supportive and even moreso since I went off to college a couple years ago. I have a warm house and a nice bed to sleep in. I have been on really nice trips before in the past and have a nice history of vacations that I thankfully have been able to go on.
That being said, I still can still sometimes go through bouts of depression. Sometimes it's hard for me to get out of bed or even meet my friends. Sometimes I go through periods of withdrawing from my friends and sometimes I look forward to hanging out with them. I go through periods of losing weight rapidly because I have no motivation to eat, even though I have plenty of money in my bank account and a lot of food in my fridge. My parents saw me during a break where I went from 150-130 lbs in a period of like 4 months. I used to work out but eventually lost motivation and whenever I look back into the past, I find that I used to enjoy more things then than I do now.
I've never really contemplated suicide seriously or thought that it would be an answer to my problems, but I do sometimes just question the point of life and why we even bother. Sometimes I get scared and depressed cause I don't know what I want to do with my life. Sometimes it's because my grades keep falling and then the subsequent bout of sadness will make my grades tank ever further and I feel like I can't make my parents proud. I know that suicide isn't going to solve anything so I keep myself from that plane of thought.
It's simply not as easy to explain as looking at someone's bank account or how hot their girlfriend is or what kind of car they drive or the quality of someone's food. It just proves that materialistic gains will ultimately not bring happiness. That also being said, I'm generally a happy person and only periodically experience times of deep sadness and despair.
What can bring happiness and has brought me happiness in the past is helping other people and animals. I have two dogs that I take care of whenever i go back home to my parent's and seeing their happy faces will put a smile on my face and help me ignore times of trouble. I also enjoy helping out my friends and being a sort of mentor for the younger guys who join my fraternity, as I remember being a lost freshman in college and being really thankful for the people who helped me get by. It genuinely does make me happy to help others who really do need the help and are thankful for your consideration.
Trust me, loneliness will not go away just because you meet more people. I know lots of people on my campus and a lot of people know me (asian guy in a southern SEC fraternity--only know 2 other asian people in IFC non-Asian fraternities. I honestly stick out like a sore thumb). Generally, people accept me and I can't really remember a time where someone told me how much of a shit I am or made sincere racist remarks to me.
It doesn't change that I feel lonely a lot. It's better to have more meaningful relationships than a lot of them. Work on building your relationship with your friends and don't be afraid to be vocal about your feelings as well. Just because they are sad doesn't mean you can't be sad too--and it seems like that is the case.
I know a lot of superficial people and to me, these people don't mean anything to me. Which is why I have such a close bond with a lot of my pledge brothers--because we aren't afraid to admit to each other that we are human beings with feelings and issues and we are there for each other when push comes to shove. That's where I find a lot of my support and whenever I have a problem, there are two names that pop in my head who I could go to for anything and they'd drop whatever they're doing and help me out. Don't be scared to ask your friends for help, sometimes kind words and knowing that someone actually cares is enough to cheer you up. It's not gay or a sign of weakness, it's a sign of courage that you can admit your problems and sadly I am not courageous enough to admit to my parents why I have lost so much weight or that I sometimes can't go to class because I don't have the motivation to try. And EVERYONE has their own demons in life.
I know I kind of blabbered and went off on different tangents but I didn't want to delete anything in case it could be of some value to you. Really build your friendships with these guys and even if they can bring you down sometimes, you'll feel a lot better helping these guys out of their rut instead of abandoning them in their time of need. And who knows, maybe the roles will switch and they can be there for you one day. I know I could trust a guy who I stuck next to when he was experiencing problems in life. He can trust you and you can trust him and that's what being friends is all about.