The causes of depression may be external (bereavement, stress, professional or personal problems, loneliness), hormonal (pregnancy, menopause, problems with the thyroid gland), physical (CVA, infection, etc.) or even due to a genetic predisposition.
The term endogenous depression refers to depression suffered by subjects largely due to a family history of depression. There is not necessarily a triggering factor. These people sometimes feel that a depressive episode is coming and in some cases will alert their doctor. Sometimes, there are seasonal factors that influence the onset of depressive flare-ups, which peak in winter. Sufferers of depression commonly also have sleep-related problems: hypersomnia, major fatigue (asthenia), difficulty getting out of bed, etc.
The term reactive depression is used when a causal factor can be identified. Times of major stress, trauma or exhaustion can be the start of a depressive episode. The people most at risk are those who cannot recover from the loss of a loved one (a period of mourning after a death is considered to be a normal event and not a sign of depression), who feel under intense stress at work or even people who are addicted to alcohol or other toxic substances (drugs etc.).
For further information: http://www.nhs.uk/Conditions/Depression/Pages/Causes.aspx