May is Mental Health Awareness Month, and there are many examples throughout film and television series about conquering the struggles a person may go through. The Star Wars franchise is no different, and Star Wars: Episode VII - The Force Awakens has several examples of how to conquer anxiety.
If you look at the character of Finn, throughout the film, he is searching for many things. Searching for his identity and whether or not he made the right decision to leave the First Order, and what to do next. Searching for a path can lead someone down the path of anxiety.
It can also lead to depression if the person cannot get out of an anxious spiral. But in the film, Finn discovers a love for his friends Rey and Poe Dameron and a passion for doing the right thing in helping the Resistance defeat the First Order throughout the film. He lets go of everything after picking up the lightsaber and battling Kylo Ren in the film's climax.
Chewbacca teaches valuable lessons throughout the film for way to conquer anxiety and depression too. He was Han Solo's trusted friend. When his most important friend dies, Chewie could have turned to darkness. Instead, Chewbacca conquered his depression by taking on the First Order. He saved Rey and Finn and helped blow apart Starkiller Base. which led to its demise. It was a very cool scene and one that gives insight into Chewbacca that we have not seen.
As for the Star Wars heroine of Rey, she has a lot of moments where she conquers what is going on inside her mind throughout the film. She is anxious to escape Jakku, then to return, before settling on trying to figure out her place. As she encounters the new people in her life, she can find the strength within to make something she did not think possible in her first scene.
As Kylo Ren attempts to summon Luke Skywalker's lightsaber on Starkiller Base, he cannot. It is because Rey has discovered something inside of herself and "awakens" the Force within her to take her first step into a larger world. It is no coincidence that the musical cue in this scene is the same one used when Luke Skywalker discovers that the Empire has killed his aunt and uncle in A New Hope. He chooses to take his first step and start his own journey.
The Star Wars franchise has many examples of characters overcoming hardships that fans who may be suffering from anxiety or depression can turn to. The Force Awakens is a prime example of that.