Have you had depression? Do you have any idea what it's like? If the answer is yes, then maybe unsolicited advice would be welcome, as it is likely coming from a place of understanding and empathy. However, if the answer is no, you should probably keep your advice to yourself. Without knowing exactly what someone is going through you cannot know what would make them feel better or worse, so do not give them advice they will not benefit from.

Alternative: If you feel as if your unsolicited advice could actually be very useful, and you have considered it from the point that you do not know what it is like and therefore cannot definitively make a positive suggestion, you can offer your advice as long as you reference the fact that you are aware that it may not be applicable, and reference that you are not entirely aware of what they are going through. This last part will ensure they understand you are not trying to overstep.