Exercise helps both with mental pressure and weight gain. I prefer a style called Crossfit where you mix aerobic conditioning and strength training. It focuses on the whole body, not just specific areas.
I know that when I do a workout, any problems that I may have been dwelling with, get pushed out of my mind as I focus.
I have friends that are long distance runners and they get that same focus.
If you are just getting started, then take it slow and build up your strength and endurance.