Cajun music is more often about troubles than happy times. Themes such as lost love, prison, poverty, mixed with drinking and dancing. Zydeco music is directly from the black-creole music traditions of SW Louisiana and SE Texas with influences from many places including what is called "french music" generally played by whites. SW Louisiana is still segregated in many ways, but nothing like it was back in the 1960's and beyond. The lines between Cajun, Creole (they have dropped the "black") are becoming vague indeed. Witness some of the new young bands such as The Pine Leaf Boys and the Lost Bayou Ramblers. Zydeco is still a pretty distinct form. In fact there are even distinctions between the "old" Zydeco of Clifton Chenier and the "new" Zydeco you here these days. Reference the book "Kingdom of Zydeco" for an excellent history of black creole music including zydeco.
The first Cajun people came from Acadia in Canada in the late 1700's, ejected by the British. Cajun is a shortening of A'cadien.