The myth of the "tortured genius"
It is well known that more than a third of masters and PhD students worldwide suffer from anxiety, depression, and other mental health issues. Research is tough even in the best of conditions, and pop culture continues to idolize the tortured genius to the point that many academic researchers measure their own success by how tortured they feel.
I have suffered from flavors of depression and anxiety since I was a teenager. I have seen at least a dozen mental health professionals and tried numerous types of medication. I have been misdiagnosed and mistreated. And I have gotten better.
I am a big fan of Dialectal Behavior Therapy, Acceptance and Commitment Therapy, and Elaine Aron's theory on Highly Sensitive People (also known as people with Sensory Processing Sensitivity), but the best type of therapy is whatever helps you get better! Below are few resources that have helped me especially during my academic journey:
PhD Balance -- a cross-disciplinary support community
How I Fail -- a series of interviews challenging the notion of failure
This Way Up -- self-paced online courses and tools for mental health
Headspace -- mindfulness app for beginners and busy people (not free, but cheaper than regular therapy sessions!)
Google Daylight Calendar -- a Google calendar that tells you precisely when to get outside for some natural sun therapy!
Grim career prospects
I've found these sites to be fun ways to learn new things, which is a great confidence-booster during job hunting or when your "regular" research isn't going so well:
Python Challenge -- a funky escape-room-like sequence of puzzles whose solutions require programming something (in any language, not just Python)
Hackerrank -- a gamified platform for solving puzzles in your programming language of choice. A bit addictive, loads of fun, and free.
Datacamp -- short courses with videos for picking up buzzword skills fast (not free). Very similar to Dataquest in functionality, but the teaching is based on videos, which didn't work well for me.
Coursera -- university-style courses for learning the theoretical foundations of many trendy fields. While auditing is allowed, you have to pay for most quizzes and answer-checking features now. Also, the teaching is largely based on videos.
Dataquest -- similar to Datacamp, but with more coherent career tracks and challenging projects at the end of units (also not free). I sometimes find the lessons too easy, but I generally appreciate the curation, in-lesson coding exercises, and answer-checking system. If you're expecting to be unemployed for a while, I'd try to get a year-long plan 50% off and then just burn through as much as you can.
W3Schools -- similar to Datacamp and Dataquest, but much more watered down (and free!). Great for refreshing things you kind of already know.