Most mental disorders originate in childhood, and once symptoms present, a variety of psychosocial and cognitive maladjustments may arise. Although early childhood problems are generally associated with later mental health impairments and psychopathology, pluripotent transdiagnostic trajectories may manifest. Possible predictors range from behavioral and neurobiological mechanisms, genetic predispositions, environmental and social factors, and psychopathological comorbidity. They may manifest in altered neurodevelopmental trajectories and need to be validated capitalizing on large-scale multi-modal epidemiological longitudinal cohorts. Moreover, clinical and etiological variability between patients with the same disorders represents a major obstacle to develop effective treatments. Hence, in order to achieve stratification of patient samples opening the avenue of adapting and optimizing treatment for the individual, there is a need to integrate data from multi-dimensionally phenotyped clinical cohorts and cross-validate them with epidemiological cohort data. In the present review, we discuss these aspects in the context of externalizing and internalizing disorders summarizing the current state of knowledge, obstacles, and pitfalls. Although a large number of studies have already increased our understanding on neuropsychobiological mechanisms of mental disorders, it became also clear that this knowledge might only be the tip of the Eisberg and that a large proportion still remains unknown. We discuss prediction strategies and how the integration of different factors and methods may provide useful contributions to research and at the same time may inform prevention and intervention.