When I started at university, I hadn't drank much yet in high school. The university I went to was technically a religious institution but it was super low-key, basically a normal college, just that it had a chapel and some funding from the church of England.
Anyway, during the opening week of school, the chaplain gave a short, relatively nonreligious speech to the students. He mentioned at one point an acronym: SALT - Sad Angry Lonely Tired. If you feel like you are any of those things you probably shouldn't drink. And I really liked that acronym so I have mostly adhered to it ever since. I think it's a good rule of thumb to avoid the worst aspects of alcohol use. So I personally never drink if I'm feeling depressed. Even if I think it would make me feel better, I simply don't allow myself to do it.