Sunset wouldn't say she's been lying to her friends. She wouldn't say she's been hiding anything from them. She just hasn't been ready to tell them about her depression. It has never felt like the right time. Or place. She doesn't have the right words. The right tone.
But she doesn't want to keep facing this alone. So she tells the one person, or pony rather, she is ready to: Princess Twilight Sparkle.