Pain.

The so-called ‘psychotically depressed’ person who tries to kill herself doesn’t do so out of ‘hopelessness’ or any abstract conviction that life’s assets and debits do not square; surely not because death seems suddenly appealing. The person in whom its invisible, agony reaches a certain unendurable level, and will kill herself the same way a trapped person will eventually jump from the window of a burning high-rise. Make no mistake about people who leap from the burning windows, their terror of falling from the great height is still just as great as it would be for you or me standing speculatively at the same window just checking out the view; the fear of falling remains a constant. The variable here is the other terror, the fire’s flames; when the flames get close enough, falling to death becomes the slightly less terrible of two terrors. It’s not desiring the fall, it’s the terror of the flames. And yet nobody down on the sidewalk, looking up and yelling ‘Don’t!’ and ‘Hang on!’, can understand the jump; not really. You’d have to have personally been trapped and felt the flames to really understand a terror way beyond falling.
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So, if you meet someone struggling with themselves, don't try to pull them out of that sadness. Instead, let them be in pain and let them be sad, just make sure they know you're there when they need a helping hand. You can't just simply tell them to be happy or distract them from their situation and make it alright. Be with them, even if you don't have the words, your presence is enough. Make sure their presence is acknowledged and their pain made felt just as valid as any other physical pain.