Comedy is certainly good for the mind, an experiment in a US jail showed that when film comedies were played, the prisoners were a lot better behaved afterwards.
I can watch all sorts of things, including GOT but it’s acting and not real, whereas watching harrowing real reports is very different.
We do need to know some of what goes on in the world, but certainly not all, and yes, it does affect us mentally.
Not reading newspapers ( except rarely, now and then) is better too, and not watching the news non stop.
There is a case for wondering if people now have information overload that we are not designed to handle.