4. "You'll feel better if you go outside."
Sadness can often be cured by physical activity, social interaction, or even spending some time outside. However, depression often stems from a chemical imbalance within the brain - something that will be entirely unaffected by spending time outside.
Implying that depression can be cured by a "quick fix" like going outside can be very insulting to those who suffer from depression. After all, many with the condition live a perfectly healthy and balanced lifestyle, but still cannot escape their existential dread and sadness.
Alternative: Instead of telling someone that they would feel better if they go outside, simply bring them outside for the joy of it, instead of pretending as if it could be a cure. Spend time with them playing an outdoor sport, or going for a walk. Know that it will not cure their depression, but the effort you put into the relationship will be assuring to them.