Research has shown a close link between exercise and mental health. It has been shown that exercise can help treat and prevent depression, anxiety, substance abuse and so forth. Have an exercise plan that develops from easy to more difficult exercise as you progress. It has been shown that both anaerobic (muscle developing) and aerobic (cardio) exercises are effective in improving mental health. Try to be as active as possible and aim for 30 minutes of exercise three times a week as a minimum and starting point.