Statistically, and broadly speaking, it's not a good month for many reasons.
Suicides tend to increase, or always did back when I did some work in this area, because there's less get-togethers and sparkle in the world and people feel lonely and very alone. Of course there are people that are by themselves all year round, but if they want to, there are usually open events at pubs and things to get involved in, and people see their friends and acquaintances more in the festive period. If you then go back to spending most of your time alone, it can be hard.
SAD is a problem because of the short, cold days. It's harder to get into a positive frame of mind.
People are poorer; overall, because it's the biggest gap between paydays if you get paid early and if you use any form of credit to fund Christmas, the statements start to arrive. Even if you don't overspend, people tend to be a bit regretful about money they spent on gifts that they didn't feel were appreciated, when they could do with that £20 back in their pocket.
This year specifically, January will continue to be full of political debates and Brexit, because we're getting closer and closer to March with no solution. It's not, by any means, an easy time of the year.
For some people; it will have mitigating features. A birthday, or a holiday, or people who love January sports like skiing or tobogganing or running will have those things to 'prop' it up a bit; and if you're the type of person who prefers cold, dark days and being cosy inside and you have someone and somewhere to be cosy, you might like it. But overall it is hard.
And that's before all the bollocks about losing a stone or making a resolution to change something massive about yourself.