I don't know why seeking a connection even with anonymous people online is necessarily bad. There are a lot of people who have struggled with depression, sometimes hearing from people dealing with the same struggles can help.
How many of these people are professionals? depression IS a mental illness, and must receive professional care, not random opinions by people who did not make a proper diagnosis of that person's condition. Finally listening to someone is different from advising him about how to get better. I'm all for listening but not for people playing therapists.
It'd be a shame if OP read all the stuff about exercise and thought it was going to be a cure. We know exercise is no better than nothing at all as a treatment for depression.