Assalaamu'alaikum
Abu Hurairah (R.A) narrated that the Prophet :saw2: said: "A man follows the religion of his friend, so he should be careful who he takes as his friend."
[Riwayah Abu Dawud, & Tirmidhi, Isnaad Saheeh]
This hadith itself highlights the importance of keeping believers as friends.
I have seen so many being influenced by the actions of their disbelieving friends. & I myself have been in this situation. Alhumdulillah i have never come out of Islam but since i started going to an Islamic school and having Muslim sisters instead of all my old disbelieving friends, it changed me so much Alhumdulillah. Friends can create an atmosphere and vibe that people naturally tend to follow just to fit in. So from personal experience, i think unless your motive is to give da'wah to a disbeliever and you are strong & firm on your faith, then do not take them as close friends.
This reminds me of what a brother said in one of his lectures, I quote: "No-one would bring a candle into his home and then place a bucket on top of it, because then no-one would benefit from this light. If someone brought a candle into the home, he would set it on top of the table in the middle of the room so that everyone would benefit from this light. Unfortunately, the Muslims of this generation are a bunch of candles with buckets on top of them. No-one can see our light. No-one can see the beauty of Islam"
Apparently, the first bit is a proverb, quoted by 'Isa (A.S). But whether he said it or not is not the point. The point is, it's SO TRUE! We need to get out there more and spread The Light of Islam InShaALLAH.