"I don't understand" is a fine statement to start with, but it's not the end. Take the initiative to educate yourself on the topic.

The latest research suggests that depression may be caused by low neuron production in the hippocampus, leading to lower neurotransmitter communication in the brain. This condition is passed down from generation to generation, genetically. Stressful life events can also contribute significantly given the above conditions, but they're not essential.

It's an illness and can be cured, but depression puts a damper on seeking help. Friends, family, and even the affected person themselves often don't see the warning signs in the moment.

Current antidepressants boost neurotransmitter production and can take weeks to be effective, so new research is investigating boosting neuron production as an alternative or complement.

FYI I'm not an expert on this topic; I just took 10 minutes to research it online.

https://www.health.harvard.edu/mind-and-mood/what-causes-depression