Role playing games have helped me deal with life on a lot of levels, but there is one that stands out.
The most important aspect they've helped me with is decision making. I used to play RPGs in a very cautious way, and if something happened in the story line that I didn't like, I'd go back to a previous save point and start over. I always wanted to experience the "perfect story" and do as many things right as possible.
This often made me feel very frustrated, because there wasn't really a way to make sure that it was, in fact, perfect. (And looking up walkthroughs is cheating.) So, at one point, I decided to just take whatever came at me. If something went wrong; for example, I killed an important NPC or failed a certain quest, I'd just see where that led me. There's more than one way to finish a game, so another path might be interesting to see as well.
There are no save points in real life. You can't start over when you mess up, you only get to deal with the consequences. And maybe your story will be different now, but who's to say it's not better this way? Who knows what other options you'll get now, or where you'll go? That's not a bad thing, that's just how it works.
When I learned to let go of the "perfect" idea, in both RPGs and my general life, I got a lot more relaxed. It may have had some "bad" consequences, like my grades dropping. (They used to be really good, and now they're more average to good.) But is that a bad thing? Who knows? All I know is that I don't care that much, and I'll see where I wind up with this life of mine. Every choice brings new adventures!