The ability to say and act in the manner that it true to you can have a huge effect on your personal self-worth and your mental health. Integrity is having a parallel between the words you say and the actions you take. Character is built on integrity, and how others see you is also strongly influenced by your integrity as well.
When the way you act is not congruent with the words you say or the way you feel, there will be a weight that will sit on your shoulders. Feelings of guilt, unhappiness, or even resentfulness towards yourself and towards those who can show integrity will develop. Internally, it will break apart everything that creates and supports your character, because your actions would be defying what you believe.
Turn that around, and choose actions based on how you feel and what you believe and the difference might amaze you. The guilt will disappear and the freedom you feel will be immense and overwhelming at first. This is how integrity feels. There may be some challenging people who feel that your actions are not proper, but their beliefs are different from yours. Stay true to yourself, and those who differ will respect that regardless of how they feel.
By following your beliefs and your morals consistently, you may even find that it becomes more attainable to reach for goals that normally would have been unrealistic. The sense of honesty in yourself will also make it easier for you to be honest and trustworthy to those around you which will allow you to create and maintain beneficial friendships and interpersonal relationships.
All of these things can greatly benefit your feelings of self-worth and your overall mental health. Being able to know that your actions match your morals and ethics will give you a sense of truth and allow you to feel free in your own body. This will allow you to create deeper connections with others, and you will be more easily accepted even if your morals are different from others. Knowing that you are true to yourself, others will respect at least that, and may even work towards their own integrity thanks to you. A beneficial act can affect more than one person, and maintaining integrity is one of those acts.