Changing jobs every couple of months is one thing, but I've heard people being told to 'just stick it out' in jobs they're unhappy and depressed in.
No job is perfect (well I'm yet to find one that is) but dreading work, to a point where you're feeling unwell and it's affecting your mental health is not worth it.
Not advocating just jumping ship before you've got another job secured but I think life's too short to stay for years on end in something you really dislike.