I think a problem with the INFJ type and depression, or maybe the NF sentiment as a whole, is that it can be very self defeating. It's far too easy to fall into a role that hones to the more introverted self sacrificing ideals, instead of taking care of yourself and working things through.
I don't mean to say this out of disrespect, but out of concern. If you are depressed, don't read into your type and just accept that being introverted and having a hard time connecting is just part of who you are. It's important to have people to talk to, and to get out of these thought patterns we've gotten ourselves into.
This is not to say that it's wrong to be a particular type, just that it's easy to read into things and put ourselves in these boxes. It's something to be wary of, and something we need to be able to talk about