I believe it's usually set off by experiences/environmental interaction. There's a field called behavioral epigenetics, which states that psychological traits/mental disorders are the result of genes x environment <--- there has to be an interaction there to set it off. So in other words, nature x nurture (not just one or the other). (I simplified it a bit - read the wiki to get the full details.)

Here's what my epigenetics book says:

Simplified causal pathways from genes to adult depression.

And here's some of the text to go along with it:

For example, Kendler et al. brought together findings from their twin studies in adult women. The detailed findings are quite complex and were presented in full in the published paper but Figure 2.1 provides a much simplified portrayal of the several pathways that seem to be involved (focusing only on those that follow from genes). It is not suggested that these are utterly distinct from one another but what is emphasized is that there are several contrasting pathways all leading to depression and involving somewhat different mixes of risk factors operating in different ways. The figure also brings out that these risk factors operate to to some extent at different points in the life span. Thus, for example, there are early adversities in life that are important, because, amongst other things, they set in motion chains of events that make it more likely that the individuals will experience severely negative, important provoking factors for the onset of depression but the propensity of the individual to experience such factors to an unusual degree has been influenced both by their genetic susceptibilities and by their earlier life experiences.

Source: Genes and Behavior: Nature-Nurture Interplay Explained by Michael Rutter (pp. 29-30)