I went down that road of thinking letting people into my life was a bad thing. And i was unloading a lot on people as well, until that decision. What i learned was what a bad mistake it was. Having no one, ever, is much worse than anything else.
The trick i learned is to not unload so much, and in fact, it can sometimes be counterproductive. I was in counseling for a while and never got to work on long term issues because all i did was unload week after week. At the end of it all i got nothing long term out of it.
Some things that helped me was learning more about depression itself, and also learning more about myself, separate from the depression. For me, personally, taking the Briggs/Myers test online helped me to have insight into some of what i viewed as negative traits that i felt were not common and reflective of how bad i was. Seeing that it is normal for my 'type' brought me comfort. Also seeing my positives highlighted, and in some cases revealed to me, helped me to feel better about myself as well.
For me a big part of handling my depression has been learning all these things. Perhaps they could help you as well. And and, in turn, improve your relationships with others as you need to rely less on them.
Having people to help is invaluable, no doubt, but we also need to be able to support ourselves to a degree so we don't overburden others.