Depression is one of the biggest psychological issue we face. Among the 3(loneliness, heartbreaks, being different and having to put up a front), depression will always be present if we are suffering from those 3 problems although those are not only the cause of depression. You can be depressed about anything from failing your exams, not getting along well with your parents, etc. Though depression is often confused with sadness, it should not be taken lightly at all. People who are suffering from depression, and do not go for treatment, bad things may happen to them such as self inflicted injuries, drastic change in behavior or worse still, suicide. It is best that you seek counseling should you be depressed.
It is often when someone feels he does not have any friends or no one cares about him. This usually leads to depression and the above effects. I feel that loneliness is one of the most complicated of the 4 as when one is lonely, it could be due to many reasons, unfortunate ones even such as he is very different from the rest and no one is able to accept him for who he is, which is not his fault but just unfortunate. Other reasons could include this person do not get along well with other people.
This usually happens to teenagers like us, who are starting to experience love and crushes. It usually happens when someone assumes everything will go as they planned but things do not work out. They dwell on it instead of getting over and this would lead to depression. It is best you move on when encountering heartbreak instead of thinking about it and living in the past as tempting as it might be.
Being different and having to put up a front:
I classified this together as one point as more often, the reason why people put up a front is the fact that they are different from others. Not necessary in looks or appearance but it can be their nature. When you are different, you could be rejected from the crowd, which leads to loneliness n depression. Otherwise, you may try to put up a different front which may be frustrating or difficult. It is not always the best experience as you have to live up to someone's "expectations" of you, instead of just being yourself. In order to overcome this, you should develop some self-esteem and be happy for who you are and find some friends that actually like you for who you are, though rare, it is still possible to find them.