Homosexuality is not socially contagious; friendship with someone who is gay will not increase your chances of becoming gay or experiencing homosexual thoughts or feelings.
I had no idea that anyone thought homosexuality was “contagious,” but I guess I was wrong.
Something I have noticed (though haven’t researched and have no data on) is that many gay males (but not females) seem to be more socially submissive and face higher risk of anxiety and depression (it seems to be the opposite in the case of lesbians as compared with non-lesbian women). This possible correlation is intriguing. The obvious explanation is that gay males might suffer greater harassment or sense of social isolation and thus might be more likely to be anxious or depressed. However, I wonder if there are innate predilections as well.
Note that non-homosexual men can experience anxiety or depression (something with which I can personally attest), though I suspect gay males suffer more often than average on this front.