The fact of having friends is not a sign of depression, it's something people do all the time, regardless of their health.
However, if people are invading your personal space, you want to be alone but can't get rid of them and you have no power to defend yourself from their intrusiveness - yes, you may be depressed. It may not be a sign, it may even be the cause (or one of the causes).
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Let's not confuse being normal with being mentally healthy.
<not moderating PPR stuff concerning East Europe>