Sometimes the act of talking to someone about mental health issues you might be experiencing, especially a medical professional like a psychiatrist or a psychologist, can bring about an increased self awareness of one's problems and an increased willingness to tackle those mental health problems.
As well as that, often, psychologists or psychiatrists might give you direct guidance on how to improve one's mental health. Such things as CBT (cognitive behavioural therapy) can work for some people, as an example.