The explosion of data on the internet is a direct corollary of the social media platform. With petabytes of data being generated by end users, the researchers have access to unprecedented amount of data (Big Data). Such data provides an insight into user mental state and hence can be utilized to produce clinical evidence. This lofty goal requires a thorough understanding of not only the mental health issues but also the technology trends underlying the Big Data and how they can be leveraged effectively. The paper looks at various such concepts, provides an overview and enumerates the work that has been done in this realm. Furthermore, we provide guidelines for future work that will help in streamlining the Big Data use in social/medical sciences.