I taught my first ever knitting lesson at work last night, a Basics for Beginners class, covering cast on, the knit stitch and cast off. Having never taught anyone anything before, and being generally quite bad at almost all public speaking, I was pretty nervous, but it turned out okay in the end. It was surprisingly satisfying to watch people who've never knitted anything before, knit up little tension squares. One lady even managed the purl stitch too, I was most impressed.
Anyway, I had a chat with one particular woman, who commented on how relaxing it was, and said she felt herself knitting her worries away. This struck a chord with me, I've read several articles about knitting helping to cope with depression - I personally find the methodical repetition of the process rather comforting; if you focus fully on the stitches you're creating, there isn't room to think about other things, which can be a pretty good distraction technique. It also gives you the satisfaction of creating something*, whether it be socks, a blanket, a jumper or a scarf, that other distractions such as watching endless hours of DVD box sets (I confess, this is a bad habit of mine from years past) lack.
If you've never knitted before, but you think you might like to try it, have a look at YouTube for some tutorial videos - this was how I first taught myself to knit, a couple of years back. Or it's definitely worth asking in your local wool shop, as lots run classes or stitch-n-bitch / knit-n-natter sessions.
*I find gardening and cooking / baking are pretty good for this too, but knitting's the most portable!