Mechanisms of Emotional Contagion speaks of three steps. Mimicry, Feedback and Contagion. Basically, people automatically mimic behaviors and attitudes and actions of others. This means without even thinking about it.
I'll go over a few examples...
MIMICRY- You date someone for a year. You gain a sarcastic humor much like your significant other. You mimic their laugh.
FEEDBACK- you go to college and you have to share a room with a deeply troubled person. You might start feeling uneasy and anxious maybe even depressed as a response to your roommate's reaction.
This is how we CATCH other people's emotions.