Why some depressed people don't want to talk to anybody and are "hiding" from the world?

Maybe i don't understand it, because i have ADHD and just feel so fucking lonely most of the times. So i have those moments when i just have to come up to someone and talk, because when I'm too long in my own head, it drives me crazy. I really want to change that, because it doesn't actually help. It's just this weird urge, when i usually feel like saying something dumb trying to be "funny", and then i cringe. Or i want to talk to someone for as long as I can speak. Because i usually don't feel like listening and responding. What about you guys? Sorry for my english.