No, that's not what this gif is about.

It's commenting on the fact that sometimes abuse survivors share traumatic stories as if they're normal or even funny, when in reality, compared to a normal upbringing they're actually incredibly depressing or traumatic stories. Because to them, those stories were the normal seeming parts.

So sometimes they'll do this with no sense that it's a traumatic story - because it's far from the worst things they experienced.

When this happens, it has the mood of the two characters in this gif. So hope that explains it for you.

The caption looks fine to me, and the premise of the joke makes sense speaking as someone with a rough childhood.