Hi there,
I fail to see the purpose of this. You see, whatever list you make it could be good or bad depending on your mental state. If you are happy then the whole list would be reasons for living happy, right? But if you're depressed exactly the same list are probably things you worry about and cause you anxiety etc. In which case it's bad.
My pdoc starts every session with one question. "How are you today?" It used to be "Out of 10 rate your current mood".
I guess they all have their little ways of trying to establish your mood level but as my pdoc has come to understand, with me anyway, all he has to do is ask.
My response to your docs request would be "To what purpose? I'm depressed." Does he/she not know that?
You don't need help in responding to his request, in fact any help given or suggestions made to you would void the exercise wouldn't it? It's between him/her and you, not us.
You could cynically list one reason to live happily as being not needing to fill out lists for people!!
Its best to be honest. If you are having difficulties in your life it may be hard to see the positive aspects of it. Or you could find meaningful and productive things to add to your life over time and work with the therapist on that issue.