advice is not sympathy

Source of the comic: http://www.robot-hugs.com/

Reddit discussion about the comic:

http://reddit.com/r/funny/comments/1rz3xj/if_physical_diseases_were_treated_like_mental/

I need some education.

So what IS the right thing to say to someone who suffers from mental illness?

I can only speak to depression. Try just saying, I'm here for you. Let me know how I can help. Respect that their pain is real. Sometimes just having someone respect your suffering is a gift. 

Offer to go for a walk, but don't push. Exercise and sun can help. Pushing doesn't.  Sometimes distraction helps, they might be willing to see a movie, or watch TV quietly together. But be there, and let them lead. 

Jim Jefferies talks about depression and mental illness on stage: