When we discuss causation, it is important to consider that every individual has his or her own story, perhaps his or her own unique causation. It is like the life of a tree, in which many individual and unique factors from the tree's history have caused the tree to grow as it did (e.g. what species of tree it was, what soil the seed was planted on, the climate conditions over time, fires or insect problems at certain times, other trees protecting the tree from wind damage, or competing with the tree for sunlight, etc.) Yet despite the unique stories of causation for every creature, we can study common factors that tend to influence the present state.
One of the risk factors for mental illness is a family history. It is clear, from an abundance of careful research, that the tendency to develop specific mental illnesses is inherited. Yet, we also know that the "heritability" is never 100% (often it is about 50%); thus, many people with a strong family history will never develop depression. And some people with no family history will develop depression.
My analogy with the biology of trees would be to comment on "tendency to die in a forest fire". Clearly this type of event, for a tree, depends on an external contingency (lightning strikes, or other causes for forest fires starting). But suppose the inherited quality is the thickness of heat-resistant bark. Trees with the thicker bark will less frequently die in forest fires. Likewise, there may be inherited factors for various types of resilience or sensitivity in the mind, such that some individuals may be able to tolerate more or less environmental life adversity, with different consequences to their mental health.
There are other more immediate, medical causes, for depression and many other mental illnesses. Physical diseases of various types can cause emotional symptoms directly. For example, thyroid disease, neurological diseases, anemia, and many other illnesses, can cause symptoms in the mind, and many of the related symptoms of mental illnesses, such as fatigue, lethargy, poor concentration, trouble sleeping, etc. A thorough medical investigation is always warranted when assessing someone with psychiatric symptoms.
The adverse events of a person's life can have a very important role in causation, I think. Much of the psychiatric theory of the past 100 years has been devoted to attributing psychiatric symptoms and personality styles to the events of earlier life (often the events of childhood & infancy). I think it is extremely important, and often highly relevant, to explore an individual's personal life story; a life story is a very personal, intimate narrative. Yet it is important to know that the data on causation is actually quite weak, with respect to connecting particular past life events with current psychiatric symptoms. Much of the psychiatric theory about causation is, in my opinion, very dogmatic. Traumatic life events are an exception, in that trauma can clearly lead to symptoms later on.
The nuances of a personal history, though, I think are therapeutically important, as they can be an intimate framework to discuss the themes and symptoms of mental illness, to search for meaning. The process of recalling, creating and narrating a life story is a psychotherapeutic event, and telling the full story can be cathartic, poignant, painful, perhaps with kernels of joy, and perhaps with clues about how to write the future chapters of one's life story in the most meaningful and joyful way.