I didn't set out to do this, but I've found that assembling Lego sets and idly putting together my own creations has really helped with anxiety. Just being able to follow the instructions and sort through different bricks is an exercise in Zen and mindfulness that I hadn't realized would be so effective.
Similar with jigsaw puzzles my wife and I assemble together, Lego takes me away from work and life stresses for an hour or two. PC games are also a source of escape, and reading too. All of these seem more effective than watching TV or reading/commenting on Reddit.
I recently bought a Lego Avengers SHIELD Helicarrier second hand. It was already assembled but covered in dust. I've disassembled the whole thing and can't wait to spend a few hours putting together all 3,000 pieces :) https://rebrickable.com/sets/76042-1/the-shield-helicarrier/
I think my current favourite "set" was a "MOC" (my own creation) designed by someone else that I bought the pieces for. The pieces were bought from a Danish and a German seller, and were very easy to get via Brick Link. Behold, the Lego Rocinante from The Expanse: https://imgur.com/gallery/1sCBWNe
If you are looking for a hobby, getting into Lego is something I can recommend for those of us lucky enough to have disposable income. Once you start registering on www.rebrickable.com and www.bricklink.com you can catalogue your sets, see what your pieces can build, buy spare parts and discover thousands of amazing models designed by people all over the world.
Have fun building!