We often see people who have developed CFS/ME following an infection, such as glandular fever. Other people can identify a period of stress leading up to the start of their illness. A combination of infection and stress is also common. Occasionally, it starts without an obvious trigger.
Researchers are gradually developing insights into how the condition develops and the changes which take place in the body as a result of illness. However, this picture is far from complete at present.
A more detailed summary of the current evidence can be found at the Centers for Disease Control and Prevention website: https://www.cdc.gov/me-cfs/about/possible-causes.html
There is been a gradual increase in research into CFS/ME over the years, especially in the past decade. Some of this research was looking for a single "broken part", as is common with medical research. It's a bit like taking your car to the garage: you expect them to find out what's wrong, take the broken part out and fix it. This approach has led to some insights but more recently researchers have been looking at the behaviour of systems in the body and finding that they don't behave normally, particularly after excessive exercise. This shift of focus in the research might be more helpful. It's a bit more like having a problem with a modern car, taking it to the garage, and finding that they identify a problem with the software which is stopping it running smoothly. You can find a webinar delivered by the British Association for CFS/ME (BACME) which puts together a lot of these ideas in this Youtube video.