I'm stuck
I have been dealing with depression and anxiety for a long time. And just recently developed Insomnia. I know that I should have gotten help but I dont know. Yet now one of my only friends has depression, and I cant help but blame myself. Since she used to be happy until I came along... Not to mention she is talking about her urges to cut yourself. Which is a thing I used to do. And still somewhat do. So now I just feel stuck. I feel as If I dont deserve help now that I made her this way. I feel like I need to help her but I cant do anything. So I also feel worthless. How can I help my friend, when I cant even help myself?
It is not your fault for someone else's mental health turning out the way it is.
I relate to your friend in a way; I developed depression and began to self-harm last year (which I've since improved from). My closest friends (some of my only friends) had nothing to do with it. I gave them advice on their depression/self-harm when I was generally happy, and when the time came where I was depressed/self-harming, it wasn't their fault for things that happened in my life, even if my friends happened to come in right when I began to feel depressed.
Depression is slow-building. Chances are, when you began your friendship with them, they were already depressed but didn't know it / didn't question it. Don't guilt yourself into feeling obligated or at fault for something out of your control (i.e. their mind / past / what they're going through).
Now, for helping your friend, there are things you can do that won't be time-consuming / a burden on your own self. As you've stated, you're going through things as well (i.e. insomnia), which you need to focus on first. In order to support them while also focusing on your own mental health, you can offer several things that you know have helped you go through depression.
For example: showing them this site, reaching out and offering some healthy coping mechanisms, referring them to a good mental health professional, sending messages like "Just wanted to let you know, I'm thinking of you and I appreciate you always", making sure their diet is okay. Just small things like that can boost someone's mood significantly.
You do not need to try and force them to stop, or to express your guilt. All you can do for now is to focus on yourself, and give them small pushes. You are already being very kind in noticing this issue and trying to change things by taking advice from a third-party. I know you do care a lot for your friend, but awful as it sounds, it is time to allow them to go through whatever they're going through without blaming yourself, and to begin focusing on improving your mental health. If you just cannot help but intervene, the most you can do is offer support and be a listening ear.
I hope this helped, I noticed this thread because I have been in a similar situation before. I wish you the best, and feel free to disagree with what I've written, as everyone's experience is flexible. All the best 
