I just did a google search for "mental health Downloadable Worksheets & Free Courses For Adults", and as far as worksheets go (I'm a self-starter) there were a lot of sites that came up, but this one in particular has a particularly excellent array of them in PDF. They are well laid out, have good detailed "prompts" to help get you started filling them in, and the only possible downside I can see is that the forms can't be entered in to, so a printer would be required to be able to use them right away.

Here's the site's pages for free documents and worksheets:

CBT Self Help Leaflets & Booklets
Therapy Worksheets
Cognitive Models & Formulation templates

There's some duplication of available forms between the pages, but also differences, and in total it looks like more than 250 different documents. The first two links also include a 7-part series of Self-Help CBT course documents.

And if that's overwhelming, they also have pages that provides links to only the most applicable PDFs based on specific diagnoses or specific therapy types:

Mental Health Problems - and their solutions
Solutions to mental health problems

I honestly didn't think there would be so many good forms available, because I swear I've looked before and came up with very little at the time. I'm glad this thread prompted me to look again, because I think some of these worksheets could help me, and maybe they can help others as well.