Exercise has a huge positive impact on mental health just like you said.

Walks in particular have other bonuses that help with mental health as listed below.

Low stress visual novelty (scenery on the walk) engages parts of the brain that are involved in planning and goals.

Looking at things that are more than 20’ away helps relax and disengage. Looking at close things like screens puts the brain in a high focus state.

High focus has it’s uses but the brain needs to disengage from time to time. This also helps you disengage if you are focusing primarily on negative thoughts.

Looking at a real blue sky helps your body to adjust to activity. There are receptors in the eye that only response to the blue sky wavelength. Monitors don’t produce this.

Having more then half the body engaged in a physical activity for 15 minutes has a huge impact.

Don’t worry about making big changes. If you are depressed you aren’t going to be able to do that. Small things you can do make a big impact.

My doctor says weight training is the second best activity for health. The best is whatever activity you will do. Find that activity. For me it’s weight training. My friend hates weights but will play tennis for hours.

Getting your heart rate high enough once a day makes big difference. Do something simple like jumping jacks until you are breathing hard enough that you can say words but not a whole sentence without taking a breath.

Finally very few people are willing to do this but cold therapy. 30 seconds in a ice bath or a cold shower just long enough to shiver. It’s brutal but produces a positive hormone effect that lasts for hours. Longer then any of the other things listed.