Though the '80s icon acknowledges many people "don't want to know what's wrong with them," he says he's the "opposite"

Marx notes that he was a "huge fan" of Springfield's even before they crossed paths

"I still feel like I'm in my 20s in my head," the "Jessie's Girl" rocker tells PEOPLE

The '80s icon has long been open about his battle with depression, which he's struggled with since he was a teen

"The power of having someone with you on the journey, you can't underestimate it," the '80s icon tells PEOPLE