Nobody should try to hide their feelings as containing the stress will result in a sudden breakdown when the consequences bad. Instead they should do something about it.
For depression, people should do something enjoyable like going to a movie with a friend or going for a peaceful walk in the park.
If the person is feeling lonely, he/she should either talk to a friend and plan to do something fun together or join clubs and societies where they can mingle with others and make new friends.
If there is a heartbreak it is best to write down the experience in a diary so that the tension is relieved or talking to a close friend or adult. Distracting yourself by watching a movie, going for long walks or reading a good book.
If you feel different from your peers, you should remember that everybody is different and that every difference will only make you more special.
I always keep a few friends who are very close to me. They are the ones who support me through thick and thin. When I feel lonely I hang out with them or confide any problems I have, to them. I also read good books or play some computer games when I am feeling depressed to distract myself. I also keep in mind that I am special.