gosh.
the causes of serious mental illness are most often pre-verbal.
talking about 'happy childhoods' implies that if someone is depressed they had malevolent parents and were neglected in very obvious ways. Although this is sometimes the case, most often these things are subtle and not about judging the ability of the primary caregiver (given the cross-generational nature of these things, that caregiver is limited in terms of her ability to care by her own early childhood).
One example (among several thousand!). A mother may for whatever reason find herself unable to do the mirroring and gazing that babies need in order to acheive the beginnings of a sense of self. The mother might be depressed herself for example.
That baby may well grow up to have serious mental health problems, but not remember anything but a happy childhood, and may indeed have had it, it doesn't not mean that the root causes of that depression are factors to do with the quality of the primary caregiving relationship.
It is very rare that someone comes for therapy knowing exactly why they are feeling the way they are. Even when they do, there is usually more to it, and reveals itself in the course of the work.