Can depression get triggered by something somebody says to you; also other recommendations?

I was having a great day, and have been doing good for a while. Somebody said a really derogatory comment to me, and normally I don't have an issue with what people say, but since that comment I have been getting these intense headaches, after not really thinking about what was said. These are like piercing headaches. Partly it may have to do with the amount I have eaten today, or spending a lot of time working in doors when it is hot, but I really think the comment affected me. I have some body image issues, because as I grew my chest expanded, creating gynecomastia, and I am in pretty good natural shape otherwise. I still have girlfriends and what not, and this guy made a comment that was negative about girls maybe feeling depressed after sleeping with me, which did not make me feel good. Another time he casually said something asking if I wanted reduction. I mean, maybe it is good that he exposes me to the negativity, but it doesn't really feel good. I am thinking about seeing a professional on the campus here. Also, I am a professional student now going to study medicine, and do not have a lot of friends anymore, they have all moved away, but the past few years have been amazing, going out several times per week when exam time wasn't going on. What would be some good things to do to better myself? Maybe surgery for my body and more friends? Seeing a psychologist? I feel like some depression was triggered, I am definitely not for sure though because I do not have a degree or training in the field.