"Feeling Good: The New Mood Therapy" by David Burns.
Depression and suicidal thoughts are often rooted in twisted, invalid logic that we don't recognize as such. For example, say that a stranger unexpectedly smiles at you. It would be logical to smile back, and perhaps even strike up a conversation to ask why they're smiling at you. The reasons are probably good. Maybe they're attracted to you. Maybe they just randomly thought of something funny. The risks of speaking to that person are minimal. A twisted, illogical reaction that many of us naturally have is to assume the person is smiling at our expense and that there's something we don't know. We fear what the person will do or say if we do anything to acknowledge their smile. Instead of smiling back, we retreat inwards, wondering what's wrong with us, why we're so pathetic, anti-social, etc.. Two people can experience the same event in wildly differing ways because of how they process them. For someone who is depressed, events that should be good can easily add to their problems.
Cognitive behavioural therapy focuses on catching those thoughts, identifying them as illogical, and deliberately countering them until the thought pattern in a given circumstance becomes naturally logical. In the situation above, you would need to recognize that you're assuming a lot about what the other person is thinking, recognize that the worst that can happen from striking up a conversation or just smiling back is not very bad, and that the potential gains could be very good. I had a fairly low opinion of most psychology until I came across this. It's actually helpful.