Related to: The Good News of Situationist Psychology
Perhaps the most significant teaching social psychology has to offer is that most of our behaviors are determined by situational factors inherent to our settings, not by our personal qualities.
Some consider this depressing-- for instance, the Milgram experiments in obedience to authority and Stanford prison experiment are often cited as examples of how settings can cause otherwise-good people to participate in and even support unethical and dangerous behavior. However, as lukeprog points out in The Good News of Situationist Psychology, this principle can also be considered uplifting. After all, if our settings have such an effect on our behavior, they are thus a powerful tool that we can employ to make ourselves more effective.
Changing Your Physical Settings
One relatively easy place to start making such changes is in your personal life. I have found that great productivity increases can be gained through relatively minor changes in lifestyle-- or even seemingly-trivial matters such as the position of physical (or sometimes digital) objects in your environment!
For instance, I recently noticed a tendency in myself to "wake up" and then waste the next twenty or thirty minutes aimlessly browsing the Internet on my laptop in bed before actually getting up and eating breakfast, showering, going to work, etc. Since I value time, especially morning time, substantially, I decided that action should be taken to avoid this.
At first, I figured that once I had noticed the problem I could simply apply willpower and avoid it, but this proved less than effective-- it turns out that my willpower is not at its strongest when I first wake up and am still a little groggy! I then decided to apply the principles of situational psychology to the situation. The most obvious setting contributing to the problem was that I was using an alarm app on my computer to wake up in the morning, and turning off this alarm caused me to interact with the computer.
So I picked up an IKEA alarm clock, turned off my alarm app, and moved my computer to the kitchen instead of my room-- problem solved. In my new settings, browsing in bed was outright ridiculous-- I'd have to wake up, go downstairs to the kitchen, pick up my computer, and bring it back up to my room with me. Not a likely course of events!
Changing Your Mental Settings
While physical environments can certainly produce changes in behavior, social and intellectual environments can too.
For instance, one of my friends from undergrad took an interesting approach when choosing what major to take. He knew that he wanted a solid private-sector income that would allow him to support a family, but didn't particularly care what field it was in. Overall, he wanted to ensure that whatever major he chose would have the highest possible chance of getting him a good job without unusual effort or circumstances.
Therefore, during winter term of his sophomore year, prior to declaring, he went around to all the seniors he could get to talk to him and asked them what their major was, what they were doing post-graduation, and how much money they anticipated making. He found that the CS majors tended to have more private-sector job prospects and higher average starting salaries than students in other fields, so he decided to declare a CS major.
While I don't think my friend's approach is necessarily the best possible option for determining what to do with your life, it certainly beats the sort of unstructured guessing that I've seen many others do. By considering academic majors as settings and examining what setting produced the best result on average, my friend managed to find a field and career that he's by all indications quite happy in-- and with a minimal amount of risk and stress involved.
Human psychology is greatly influenced by situational factors, and in more ways than a naive reasoner might expect. If you're looking to improve your life across any particular axis, one good way to start is by examining your current physical, social, and intellectual settings and paying close attention to how changes in those settings might help accomplish your goals.
 If you don't believe that this is true, I advise simulating that you do and going on anyway. I find this method effective enough for me and others and easy enough to implement that it seems well worth testing, even if you don't fully believe in the claims behind it. At worst, it might become a potential epistemic/instrumental tradeoff.
 See for instance Joseph Heath and Joel Anderson, Procrastination and the Extended Will (2009).
 In the course of researching and writing this post, I encountered some objections to the resource expenditure theory of willpower (many of which have already been summarized here by Jess_Riedel). I believe my beliefs regarding willpower loss while tired/just awakening may be limiting in the same sense that believing willpower is a limited resource appears limiting, but have yet to test at the time of this writing.
 If you're interested in seeing other examples of ways in which we can structure the physical objects around us in order to become more productive, you may wish to check out Alicorn's How to Have Things Correctly and fowlertm's related How to Have Space Correctly. Several of Alyssa Vance's Random Life Tips also relate to this matter.
 The friend in question is now employed as a software engineer at a tech company and by all indications loves his job. Note though that this post isn't saying "you should be a CS major." Things change over time, and what was a good choice for one person and one time may not be a good choice for another person or another time.