You can't "catch" a mental illness from someone. It's not a virus or a bacteria, it is a chemical imbalance in your brain.

Mental illnesses can develop from a trauma, either to the self or to the brain. As an example, you can lose someone dear to you and fall into a depression, but as you progress through the grieving process you will overcome your depression.

You can suffer a trauma that could result in a mental illness. Someone who is abused or grows up in a particular environment, particularly as a child when the brain is developing, can develop a mental illness.

You can be genetically inclined towards a mental illness.

Mental illness is just an illness, it's not cooties.