Personally, I started treatment
without using an SSRI, but by week 8 or 9, the interferon induced anxiety
/depression, coupled with anemia from the Riba, was too much for me, so my Dr. prescribed a low dose of Paxil, which took the edge off.
As the weeks of treatment progress, I'm in week 31 now, I feel more down, but it is still manageable. If it gets worse, though, I'm going to ask my doctor about it.
Anyway, yes, depression is common in Interferon therapy. Don't hesitate to ask for help.