Sorry if the following is unclear It's just really hard to express myself and I'm French an very tired

My bestfriend always tells me that I'm not my depression because it's an illness and I wanted to know if it can be represented like someone in you're head that tells you stuff (like anxiety)

For example when it's been a while since the last time I've got an headache I tell myself "maybe I'm just not depressed" or when I suddenly have a stomach ache I tell myself that everyone can have a stomach ache even if mine is very painful.

Also I'm a insomniac since a while (since I'm depressed) and I get really anxious when I got to go to bed because I don't wanna wait hours alone with my thoughts so I try to watch Netflix even if it's hard to focus on it. And now I'm starting to tell myself that maybe I'm not insomniac at all because I stay up late every nights and maybe I won't be so fricking tired all day.

And then with all these thoughts I feel more guilty about my depression because maybe the problem is just me and I try to find an excuse by saying I'm depressed.

Is this a common thing ?