When you discuss mental health, the words travel in set chunks. You develop coping mechanisms (ways of handling stress, coping strategies is equally standard), you notice signs of emotional distress (psychological suffering), and you work to improve psychological well-being. Learn the whole chunk, not just the single word.
Talking about mental health
coping mechanisms /ˈkoʊpɪŋ ˈmɛkəˌnɪzəmz/ — Over the years she developed healthy coping mechanisms for dealing with pressure at work.
emotional distress /ɪˈmoʊʃənəl dɪˈstrɛs/ — The counselor was trained to spot early signs of emotional distress in students.
psychological well-being /ˌsaɪkəˈlɑdʒɪkəl ˈwɛlˌbiɪŋ/ — Regular exercise can noticeably improve your psychological well-being.
Not ""The therapist helped her create coping mechanisms." (wrong verb: you don't 'create' them)" — say ""The therapist helped her develop coping mechanisms." (the standard collocation)". The verb is develop. Both coping mechanisms and coping strategies are standard nouns here, so the verb is what matters.
Try it: Which sentence uses the standard psychology collocation? (Therapy helped him develop coping mechanisms. / Therapy helped him create coping mechanisms. / Therapy helped him do coping mechanisms.) Answer: Therapy helped him develop coping mechanisms. — 'Develop' is the verb psychology uses with coping mechanisms, because they are built up over time. 'Create' suggests inventing them from nothing, and 'do coping mechanisms' isn't an English pairing at all.
Research and therapy words
In research and therapy the key terms are also collocations. A strong correlation is a clear relationship between two variables (not a 'big' one). Cognitive means related to thinking, so cognitive behavioral therapy targets thought patterns, while behavioral patterns describe how people actually act.
strong correlation /strɔŋ ˌkɔrəˈleɪʃən/ — The data showed a strong correlation between sleep quality and concentration.
cognitive behavioral therapy /ˈkɑɡnɪtɪv bɪˈheɪvjərəl ˈθɛrəpi/ — She was referred for cognitive behavioral therapy to manage her anxiety.
behavioral patterns /bɪˈheɪvjərəl ˈpætərnz/ — The study tracked behavioral patterns in adults over a five-year period.
Not ""Research shows a big correlation between exercise and health." ('big' isn't used with correlation)" — say ""Research shows a strong correlation between exercise and health." (the standard intensifier)". In prose a correlation is strong or weak; in statistical reporting it is large or small. Plain 'big' is the one that reads as too casual.
Try it: Which phrase correctly names the thinking-focused therapy? (cognitive behavioral therapy / thinking behavioral therapy / cognitive action therapy) Answer: cognitive behavioral therapy — 'Cognitive behavioral therapy' is the fixed clinical name. 'Thinking behavioral therapy' translates 'cognitive' into everyday English but isn't the real term, and 'cognitive action therapy' swaps 'behavioral' for 'action', which no one uses in this phrase.