Do people with mental illness that r depressed have trouble with their feelings or expressing them?

That is possible.: Have you ever heart the expression "anger turned inward becomes depression."? Inability or unwillingness to express the emotion of anger, can contribute to developing depression. It is healthy to talk about feelings. Some people don't know how to do that or they feel uncomfortable sharing how they feel. Psychologists & psychiatrists usually encourage & try to help people to express their feelings.

Focus on ideas: Everyone varies somewhat in their ability to speak up fluently in some contexts. This is not a big problem, per se. Situational anxiety caused by temporary increases in self-consciousness or "self-focused attention" interferes with the smooth flow of speech and the articulation of genuine opinions. This happens, whether the person has a diagnosed mental disorder or not.