Identify unhealthy coping strategies and adopt healthier ones

Were you provided with the psychological nutrients you needed while growing up?
Did you have good parents who helped you develop appropriate coping habits? Did you experience trauma and instability as a child, and were you provided any support for it? If the answer is no, then you may not have had the best environment to grow and develop in.

How did you respond to negative changes in life in the past?
In the past, when you experienced a significant change in life, such as parents divorcing, or moving halfway across the world, how did you react and respond? 

How do you respond to negative changes in life now - is there room for improvement?
Do you respond in a similar manner? Make a list of your current coping strategies and evaluate them. Do they help you get what you want, or bring you happiness? Do they enable you to process your emotions in a healthy manner? 

Identify specific coping mechanisms you want to change and come up with alternate ones
Think about alternate coping mechanisms you could use. For example, if you smoke when you're stressed and want to quit, try switching to chewing a piece of gum every time you feel stressed. 

When you catch yourself using one of your unhealthy coping mechanisms, make a mental note of it, and switch to your alternative one
It's okay to slip up every now and then - but make sure you get yourself back on track.