I wished that more coaches realized that caring for an athlete's health (and yes, that includes mental health) and well-being first and foremost is THE best coaching strategy. Health always has to come first - you can build great training on top of great health, but you can't do anything if the health and confidence isn't there first.
Recent grad here who is realizing more these days how f***ed up the coaching was when I was there. During college I had 6 major injuries, anemia, and some other health problems and it was implied it was my fault, I wasn't working hard enough, etc. I couldn't confront my coach in any way. He was continually dismissive and couldn't take any thing he perceived as criticism. The team had huge turnover - tried gently bringing this to his attention as evidence we weren't doing something right, was completely shut down after a couple sentences. There were several times he threw me in a hard workout or race off of injury, ignored my concerns, and blamed me when I (unsurprisingly) didn't perform well, and also denied his actions after the fact. In reality you cannot say no as long as long as you are the athlete and he is the coach. The only way to have control is to quit the team (not ideal in many situations.)
Besides absolutely terrible college times, I had a couple really dark years where I felt completely alone. One night in the middle of dealing with another injury, difficult academics, and another personal issue, I thought about ending my life. It can be hard for college athletes in this situation to get back on their feet, if they feel like there's no one who can understand, especially when the people in the sport who were supposed to help them completely failed at their jobs.
I agree with the previous poster who advised prospective student-athletes to ask current athletes in private how they feel about their coach, and former athletes who may now feel freer to talk about their experience.