According to dictionary.com here are the meanings of the word 'advocate':
1. to speak or write in favor of; support or urge by argument; recommend publicly (verb)
2. to act as an advocate (verb)
3. a person who speaks or writes in support or defense or a person, cause (noun)
4. a person who pleads for or in behalf of another; intercessor (noun)
5. a person who pleads the cause of another in a court of law (noun)
I like the part of #4 about being an intercessor. That is exactly what we have through the Holy Spirit:
"In the same way, the Spirit helps us in our weakness. We do not know what we ought to pray for, but the Spirit himself intercedes for us with groans that words cannot express. And he who searches our hearts knows the mind of the Spirit, because the Spirit intercedes for the saints in accordance with God's will." (Romans 8:26-27 NIV)
The Holy Spirit is always our advocate only telling us what he is told by the Father. Jesus also intercedes for us in heaven. We are covered when it comes to having God-given advocates.
You can also be an advocate for yourself if you have mental health issues. Step up and take the responsibility to get the help you need to be healthy for yourself and those who love and care about you. Your mental health affects more than just yourself. It affect those around you too. So, we need to make sure we are getting to those doctor appointments, takings the medications AS PRESCRIBED, if this applies to you, getting enough sleep and making the effort to get out of the house--to do other things that are positive. Only you can do this for yourself and you have to want to do it for yourself. It doesn't help your family if they take you to the doctor to get medication and you don't take it or you only take it when you feel like it. Think about those things. Make sure you make your appointments to see your counselor. I did Christian counseling for YEARS! It was so important to my recovery. We all have issues we need to work through and a counselor helps you do that. It can be a break-through for your recovery.
You can also help to be an advocate to someone you've met who has depression and maybe doesn't have a doctor. You can be a resource of help to them. Befriending them is one of the biggest helps they need.
As you can see, advocates come in many ways. We can always count on God to be there for us. Sometimes we need to be there for ourselves or for someone else.