Effects on your body or mental health? As far as I know nobody crowned sports as a magic cure for mental well-being yet.
Anecdotally, my mental health is much better with a good diet and some physical exercise every week.
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I guess most people don't have enough healthy exercise, getting to the point of enough is definitely a health benefit without question.
But people here recommend going full on muscle building what seems like a shift of their issues more than anything.