I've been really sad whenever I'm alone the past few weeks and I know how you feel (I don't cut so I don't know how that feels, though).
I only have one friend I can talk to, so I definitely know what you mean when you say you feel bothersome.
A lot of the time I don't know why I'm sad, I think it's just lonlieness, so it's not like I talk about what's wrong most of the time.
I think you SHOULD keep talking to your friend(s) because it could help to talk to someone, even if you feel your reason for depression is not good enough. They care about you and they would want you to be happy