I use to have a (older and quite motherly) friend who would always engage in quite intense conversation if we went anywhere alone. She was always lovely and full of 'helpful' advice and trying to sort out probs, etc. We'd talk about current issues and depressing things, and though I kind of felt it was good to talk about issues I often felt very upset by the end of it too. I could never decide whether it was a good thing or not, since these things wouldn't get discussed any other time really.
Anyway, after I got married/went to uni our intense convos have mostly stopped and tbh I feel a lot better for it. I'm a 'get on with it' sort of person and find that if I dwell on things too much then I get very upset and it makes me much more of any depressive feelings I may have. (Just to put in context, I had depression for several years as a teenager plus ante- and post-natal depression a few times.)
So.. I would say that for things that you feel you are holding in, things that are pent up, things that are on your mind all the time: YES you need to talk about them, get them out, get them in to perspective/get advice, etc, but this is as and when they turn up.
But for everything else IMO I would say no don't do it, it only makes you more aware of your pnd and less likely to move on.
I'm a much happier and more well person when I don't talk about things too much. That said, make sure you do have some friends that you can unload onto occasionally!