Good mental health depends on good physiological health. You've been programmed by the media to believe that exercise is not something intelligent people would do, while in reality it's the other way around. The biochemicals processes that occur while doing exercise quite literally rewire your brain, help you learn, help you control your emotions better. I would highly recommend watching this for a glance of the subject. Your brain's primary evolutionary purpose is locomotion, which is why when taking away it can easily result in various categories of cognitive issues depending on the circumstances.