It is an extremely common phrase to hear when people are either trying to help people with depression or people are struggling with depression:
You are not alone
I think that the idea of being alone is terrifying for most everyone. I think this is why marriage, especially second marriage, is so popular. This is why we stand behind political candidates and root for certain college football teams. This is why we wear the flags of our ethnic heritages, and sometimes talk about it as if we’ve ever even been there. This is why we join religious groups and non-religious groups alike. The fear of being alone is probably at the core of all of these things. We are stronger as a group or a family. We can accomplish more. People in my group understand a part of me, or even the whole of me. I am not alone either in the physical or emotional sense.
I am not the only person experiencing this.