There seems to be a major sticking point about 8.03 and I feel like I just need to say this...
I've seem comments about Sam having amnesia about his past life. Him forgetting that he once did have normal. That he would have had a birthday cake before his time with Amelia. Jess would have probably made him one. Even Dean (maybe even John!) would have given him one.
The thing is. He does. He has forgotten those things. The fact is bad things make you forget about the good things. They do. I have SEEN it happen. Horrible things can erase all other good things (and I have honestly witnessed this. It's freaky). If your life is full of pain and heartache then it taints everything else. Even the past.
I can totally believe this has happened to Sam. We know the trauma Sam has experienced. I don't need to list it. So for him to think he has NEVER had anything good in his life is totally believable. In fact, it's a sure sign that something is wrong.
We haven't had the whole picture yet. Both Sam and Dean are suffering from their gap year. We've been given lots of hints. The cake is but one of them. (and I can't believe the writers or the Js have forgotten Sam's past. Jess was mentioned in the last ep. Sam remembers that "dream like" moment because it's recent.).
ETA: New (better!) theory below. I mean, I can totally accept Sam forgetting anything that might have represented "normal" for him before after all the suffering he has endured but I also love that it's Amelia who mentions the cake. Not Sam. He didn't say he's never had b'day cake before. (So stop giving him a hard time about it! *g*)