As the story begins, Hazel is feeling incredibly bitter about her terminal cancer. To make matters worse, her mother's decided that she's depressed, as she's always hanging around the house, eating infrequently, and reading the same thing over and over again. Therefore, she takes Hazel to the see the doctor, who confirms her original suspicions and adjusts Hazel's medication accordingly. He also recommends that Hazel attend a support group for cancer survivors.
It's fair to see that Hazel's none too thrilled about the idea, and this merely adds to her sense of bitterness. What's particularly bad about attending the support group is that it's so incredibly depressing, as members of the group inevitably keep dying off. It's ironic that Hazel should feel this way given that attending the group is supposed to act as a cure for her depression, not make it worse. But, as Hazel points out, and which no one without the condition seems to understand, depression isn't a side effect of cancer; it's a side effect of dying.