I felt the same. If someone had cared enough to ask why I was sad I would not have been able to give a reason. And like you, I used to wake up depressed. Through the years I've learned how to manage it pretty much tho at times not so much. Oh, I have plenty of reasons and triggers...learned along the way of course. In fact I'm in my 60s now and been in treatment over 30 years and still get epiphanies now and then. I call it getting to know myself, because most of my life I had to pretend to be OK when I wasn't.