The greatest gift to mankind is the gift of Imaan. Through Imaan a person becomes connected to Allah Ta‘ala and now belongs to the deen of Islam. In every step he is shown what to do and what to refrain from. Hence, he feels a deep sense of belonging and also enjoys direction in life. He knows exactly what to make an effort for.
In actual fact the more a person embraces deen and connects himself to Allah Ta‘ala, the greater the comfort and sense of belonging he experiences. In the absence of this, people begin to fall into depression. They lack that sense of belonging; hence they feel down and insecure.
The first effort of Nabi (sallallahu ‘alaihi wasallam) was to build this Imaan and yaqeen. When this was strong and firm then it was easy to practice on the various other injunctions of deen which came later on.