It is definately a good idea to tell someone. Why do you feel you shouldn't tell anyone? Depression is a mental illness, it isn't something to be ashamed of. It is treatable and recovery is possible. It may even help to speed the recovery process if you did tell someone, having that release will most likely make the pain a lot easier to deal with.
I think the best thing to do, if you want to tell someone, is to get a place and time where you are both comfortable and you have the time to talk properly. The first person i told was my sister, i couldn't talk outloud so i wrote her a short letter and left it on her bed, it was easier that way because i couldn't back out of it etc. Then i told my parents, i told them one evening when the family were out and i just said i'd been to the drs because i was feeling low and i'd be diagnosed with depression. It was difficult but it was worse hiding it all the time.
It is probably wise not to say everything in one go - e.g. you may not want to start off with the fact you feel suicidal because that can be very scary to hear! Maybe tell them that you have been feeling really depressed for quite awhile and that it is really making day to day life a struggle. Most people will have an inkling of what that is like and be understanding. Once you've started the conversation, you'll find the next conversation easier and you'll be able to explain more. The key is to start open lines of communication again at a pace you find comfortable.
It is scary, i'm awful at communicating when i'm depressed because my mind puts a blockade up, but it makes the pain easier to handle when you don't feel so alone with it. If you have someone you feel close to and feel able to talk to then you definately should. You have every right to be able to talk about depression, it is nothing to be ashamed about.