When I first got my gliders, i took it kind of slow and just carried the pouch around the house or just held them while sleeping. They eventually got use to me and now they sleep in my shirt most days.i don't think it bothers their sleep cycle unless there is a lot of activity or excess noise.
To answer your depression question, it just depends on the glider.the first glider I bought (Which I knew nothing about ) became depressed. He stopped eating and wouldn't come out of his hut. I got him a friend and his whole demeanor changed instantly. I do suggest getting him a friend asap, but just keep an eye on him. I have another glider that wasn't accepted into my pair and he seemed fine as long as he was with me. They're all different, but he is much happier now that he has a friend.