How to open up to friends about mental illness?

Or how to open up in general?

I have severe anxiety, lifelong depression, and feel as if I have no one to talk to except my therapist. I know others around me are struggling, one of my closest friends is cutting herself, and a friend of a friend I hope to grow closer with has social anxiety and depression.

I just feel like when I'm with these people we are talking about everything except what matters. I want to be able to express with them how I'm feeling and have them respond in turn. I feel we can help each other this way, but just thinking about actually bringing it up in conversation, my heart starts pounding and I start sweating and my hands start shaking.

Also, my very best friend in the world has no experience will mental illness, but I still want to talk to her.

Not to mention communicating more with my parents. (Although help isn't needed nearly as much there, I'm very close with them.)