To improve your mental health, you must first recognize that mental health is not separate from other areas of health. As the Bible, James Allen, therapy, and countless others have taught us, we are what we think.
Beliefs feed habits
Your beliefs, values, thoughts, and emotions are manifested in the way you behave, the practices and activities that you engage in, and the discipline and responsibility you either choose to or choose not to uphold.
If you want to improve your life and your health, then consider your consumption. Consider the things that you put into your body physically, consider the content that you listen to, and consider the people that you surround yourself with.