So a family member of mine just got out of a mental facility.
Honestly speaking...
An individual that tells you they are depressed and suicidal. What is expected to be said to them? I have a hard time finding the words to say back during these conversations and I am reaching out to see what your advice is on how to talk about it.
One safe thing is to ask, "How can I help?" I've read there are countless things to not say which can be things we might be thinking such as "I'm glad you're better now". That sounds harmless enough to us but they don't feel better yet even when being released.
Ask how they're doing and just listen, be empathetic. Avoid sound bytes like, "It can't be that bad" or "Just be happy!" because those are useless and even harmful.
You do not have to struggle with the right words to say to him. All you have to do is to build a good but slowly warm relationship between the two of you and he will definitely appreciate it. During this period, mind or choose your words carefully and study his reactions to things around him, this will help to understand him better.