Data physicalization is a research area in quick expansion whose necessity and popularity are motivated by the pervasiveness of data in our everyday. While the reflective ability of personal data physicalization has been vastly documented, their mental health and emotional well-being benefits remain largely unexplored. We present a qualitative study where we create personal data sculptures of electroencephalograms (EEG) and mental activity, observe users' interactions with them, and analyze their reflections for hints of self-discovery and intended behavioral change. We argue that there is a ground for using personal data sculptures as prompts for reflection on mental well-being and motivators for self-caring, and that data sculptures for mental well-being are a finalized use of data physicalization worth exploring further.