If you are not into spirituality, then it gets quite tough. Don't be ashamed of your situation. Here are the top-10 things that I learnt about this subject.
Recognize that mental health problem is a disorder, and it needs to be treated
Train yourself to "Accept" situations. Accept your mistakes, accept your past, accept your conditions (family, economic, social) and accept your strengths and weaknesses.
Things are not worth more than you think
Have a support system, a buddy who reminds you what is it that you need to accept, how to cope with immediate situation
Take professional help if needed
Past cannot be undone and nobody knows about the future. Things work out eventually. (so accept)
When you see a storm coming your way, prepare yourself to face it. Face it when you are at the strongest. If you run away from it, you will tire yourself out. Eventually, the storm catches you when you have the least strength left to fight it. So when you see a storm coming, go and face it ASAP with full strength. In either case, you end up bruising, but in later, you have the best chance to be over with and have more time to heal.
Grass appears to be greener on the other side, it actually is not.
Give it some time. Do regular activity, exercise, walking, hobby etc.
If possible then work on your vices, (the 6 enemies) Ego, Anger, Hate/Jealousy, Greed, Lust
Deal with it on your own. Do not cling onto others. It is your problem and not theirs.
I didnt watch that video. So may be it is talking about something similar.