Hi Jahan. You can look at gender and ethnic differences in substance abuse and its association to mental health. Mental health can be assesed through DASS-21 questionnaire.
Merlo, L. J., Curran, J. S., & Watson, R. (2017). Gender differences in substance use and psychiatric distress among medical students: a comprehensive statewide evaluation. Substance abuse, 38(4), 401-406.
Ali, B., Seitz-Brown, C. J., & Daughters, S. B. (2015). The interacting effect of depressive symptoms, gender, and distress tolerance on substance use problems among residential treatment-seeking substance users. Drug and alcohol dependence, 148, 21-26.
Samuelsson, E. (2015). Substance use and treatment needs: Constructions of gender in Swedish addiction care. Contemporary drug problems, 42(3), 188-208.
Zapolski, T. C., Rowe, A. T., Fisher, S., Hensel, D. J., & Barnes-Najor, J. (2018). Peer victimization and substance use: Understanding the indirect effect of depressive symptomatology across gender. Addictive behaviors, 84, 160-166.
I suggest you start with a review of the literature in the area. As you consider the work that has been done, you are likely to identify questions that either have not been addressed and/or not explored to the desired extent. You are also likely to find areas that have divergent results that might be reconciled by more extensive or detailed research.
Much of the research on substance use has been conducted with males. A focus on females could give you an edge. Do complete a comprehensive literature review to make sure that you are not repeating other people's research, if you are looking to do something new. Mental health is a very broad subject, you might want to focus on one specific disorder. Best wishes,