Depression and anxiety are the most common mental health problems. They can manifest themselves in different ways. The following websites provide more information:
No Panic - information on anxiety
Depression alliance
http://www.depressionalliance.org
Student depression
http://www.studentdepression.org
The NHS have also produced self help guides to help you with the following:
Stress and anxiety
http://www.nnt.nhs.uk/mh/leaflets/sress&anxA5.pdf
http://www.nnt.nhs.uk/mh/leaflets/stress%20A5.pdf
Depression and low mood
http://www.nnt.nhs.uk/mh/leaflets/depressio(1).pdf
http://www.nnt.nhs.uk/mh/leaflets/depn%20&%20lo.pdf
Sleep problems
http://www.nnt.nhs.uk/mh/leaflets/sleep%20problems%20a5.pdf
Panic
http://www.nnt.nhs.uk/mh/leaflets/panicA5.pdf
Obsessive Compulsive disorder
http://www.nnt.nhs.uk/mh/leaflets/OCD%20A5.pdf
Shyness and social phobia
http://www.nnt.nhs.uk/mh/leaflets/shy%20A5.pdf