When you're starting up this conversation with your mate, a little bit of prep, but not a lot, a little bit of preparation would be useful.
I'd get some really simple information about depression and anxiety.
It involves creating a safe trusting space for that conversation to happen in. And I think if you do that, it will happen.
If it's in a pub, they're not gonna wanna spill their guts out, or at a dance, or night club, or something like that.
Some friends I would take to a familiar spot where talking is what you do there.
People can get really quite upset, and how do you handle that?
I've had a bit of a hostile greeting on occasion.
Be patient, try to understand, and don't be judgemental. And don't try to solve the problem.
Don't hesitate, don't think you might get it wrong. You will get nothing wrong.