WAIT. LET ME EXPLAIN.
I know I probably stand alone in this, but I would like to explain WHY I chose Spike.

When I'm upset, I still joke around, no matter how depressed I am. I also like it when the person comforting me stays silent if I'm silent, and they are just there. Spike would do one of two things (or both). He would either provide silence, and just be there, and I would know he was there. And that would be all I needed. I don't think that's something one of the other ponies could provide. Or two, he would tease me about it. He'd have light humor, and I'd joke right back. I almost chose Pinkie, but in the end, Spikes teasing nature would cheer me up easier.

Twi because she might relate and she can be a temporary psychologist and Fluttershy because she might know how to deal with matters of the heart

Even if she can't salve it..

She'll at least cheer me up. She' and Spike are a lot like me. And we're just playfully tease each other

Pinkie Pie is the most fun-est pony around! Why wouldn't she cheer you up?

They both would, just, in different ways

I can confide in people like Applejack. She can be very empathetic and patient with others, but at the same time she is realistic and practical when she gives advice and offers help. That's the sort of thing I like when I want help with something that's worrying me. Plus, you can count on her to be completely honest! I don't like it when people try to comfort me by saying something that's nice but not true. While their heart may be in the right place, what they're saying won't help me in the long run and I think Applejack would be the most likely to give me the kind of support I need during bad times.

I think Twilight would be a good choice for me too. Like Applejack, I think she'd take my problems seriously and give practical advice, while still being sympathetic and gentle.