My "thing" is tennis. I play for fun, I play for exercise, I play for socialization, sometimes I play just to smack the hell out of the ball. I started playing tennis about six years ago. Before this time I had never played any organized sports. We joined a local club and I thought, "hey, I'll try tennis." I was hooked. I am so glad I had "the thing" established when I went through, and still go through, the difficult times with my son. It gives me something to focus on during tough times. I'm not sure I would have made it through all of the difficulties without this.
So, what is your "thing?" That is something you have to figure out on your own. Maybe it's scrap booking, jewelry making, painting, swimming, football, soccer, or sailing, but not drinking. Whatever it is find it and do it often. If it doesn't reduce stress, release endorphins, and give you a sense of well-being then it's not the right "thing" for you, so kick it to the curb and find another one. Don't continue doing something that is supposed to help release stress, but instead makes it worse. Don't be afraid to make a mistake, try many different "things" and you will find the perfect one for you.