While the link between acne and emotional trauma has long been documented, in recent years researchers have started to investigate the skin condition itself as a cause of depression.
Pimples form because of harmful bacterial substances getting into your pores. Often times when people pick at them, they are further pushing the substances into their skin.
Pure Henna (that which has been made entirely from natural products and oils) is safe. Assuming that you have no allergies to the substance, it is safe to apply to your skin.