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@Munish Catching as much sunlight as possible during the day. This can be challenging if you work in an office when the sun is up, but try squeezing in outdoor time during breaks. I usually go for a walk during lunchtime.
Keeping active with hobbies, exercise, and hanging out with people you like also helps. And sometimes, it's totally okay to just embrace the darkness. Light some candles, eat a kanelbulle (cinnamon bun), read a book, or whatever you find mysigt (cozy).