My gf’s really depressed. I don’t know what to do.

You really can't give her any advice, but you can just listen and let her know you are there for her. Let her talk, cry whatever she needs. As for surprising her, that depends. You know her. Some people would welcome the surprise others want to be alone. I'm one how would welcome it. Personally I'd ask her if she wants you there for support.

 

You're being a supportive boyfriend, which is a lot more than you think. I'm with @Numb, and would ask her whether she would like you there to support her in person. I personally wouldn't want anyone else, but that's just me, and if I've had partners in the past who were of both mindsets. Ask - even if she says no, I'm pretty certain she'd appreciate the sentiment.

 

It’s great you want to support her but I don’t think this is the best time to surprise her. Tell her you’re going to see her fiirst.

There is little you can do to stop the pain and grief she is feeling. What you can do is support her—hold her when she needs it, take care of little things for her, like preparing/obtaining meals, driving her/securing transportation, helping coordinate any details etc.

 

Your presence is the most important thing here. Being there as a shoulder to cry on, and a witness to her pain, is the most important thing you can do to help her. You need to provide the space for all of her emotions to come out whenever they need to.

This is also very important - taking care of the little things that she may not be able to do right now. The little things go a long way.