Sort your pieces by color and pattern. These are the most easily-distinguished features and they offer a way to break the puzzle into a series of manageable sub-tasks. Also, set aside corner and edge pieces. Optional tip: Divide your piles into smaller collections of pieces based on their number of tabs and blanks.
Puzzles give psychological order to the chaos we feel, Danesi says. When you come out of it, when you've solved the puzzle, then life seems to work better. I've had anecdotes throughout my life and experiences where, as people do puzzles, they seem to come out better in terms of mental health.