Don't jump

I would tell the person that if he/she jumps he/she'd be giving up on him/herself and that there is always a solution for any problem, that maybe he/she has to see or interpretate the problem in another way. He/She doesn't have to give too much importance to whatever he/she is going through and not to be always negative and pessimist.
I'd say that nothing can matter more than your life, nothing and no one has to have the power of controlling it, I think that we are capable of anything we want, so if the person has been hurt or someone has died or whatever he/she is depressed for, the person can get over that pain and move on. And probbably there are people on his/her life that love him/her.