One striking and highly suggestive statistic: 60-80% of people diagnosed with schizophrenia are smokers. (see e.g. the wiki article "schizophrenia and tobacco smoking", or https://slatestarcodex.com/2016/01/11/schizophrenia-no-smoki...)

While there are many possible explanations for this, a particularly compelling theory is that this is self-medication: nicotine directly alleviates some of the symptoms of schizophrenia, so schizophrenics naturally gravitate towards becoming heavy users.

Along these lines, albeit very anecdotally, many people take up smoking as self-medication for high levels of stress and anxiety.