If they say "depth first", go all the way down to electrons bumping into each other on the wire.
It's an "I'm so smart, are you so smart" question, the only right approach is a smart aleck approach.
I work on web browsers for a decade+ now, and worked on network protocols for a decade+, and it's not a question I'd consider in any way high signal. If this particular area matters to you, ask a problem in the space. "Web page X doesn't load, figure out why". It shows you way more than "please regurgitate every detail"