On websites like Reddit, users join communities where they discuss specific topics which cluster them into possible cohorts. The authors within these cohorts have the opportunity to post more openly under the blanket of anonymity, and such openness provides a more accurate signal on the real issues individuals are facing. Some communities contain discussions about mental health struggles such as depression and suicidal ideation. To better understand and analyse these individuals, we propose to exploit properties of word embeddings that group related concepts close to each other in the embeddings space. For the posts from each topically situated sub-community, we build a word embeddings model and use handcrafted lexicons to identify emotions, values and psycholinguistically relevant concepts. We then extract insights into ways users perceive these concepts by measuring distances between them and references made by users either to themselves, others or other things around them. We show how our proposed approach can extract meaningful signals that go beyond the kinds of analyses performed at the individual word level.