This study investigates the potential of multimodal data integration, which combines electroencephalogram (EEG) data with sociodemographic characteristics like age, sex, education, and intelligence quotient (IQ), to diagnose mental diseases like schizophrenia, depression, and anxiety. Using Apache Spark and convolutional neural networks (CNNs), a data-driven classification pipeline has been developed for big data environment to effectively analyze massive datasets. In order to evaluate brain activity and connection patterns associated with mental disorders, EEG parameters such as power spectral density (PSD) and coherence are examined. The importance of coherence features is highlighted by comparative analysis, which shows significant improvement in classification accuracy and robustness. This study emphasizes the significance of holistic approaches for efficient diagnostic tools by integrating a variety of data sources. The findings open the door for creative, data-driven approaches to treating psychiatric diseases by demonstrating the potential of utilizing big data, sophisticated deep learning methods, and multimodal datasets to enhance the precision, usability, and comprehension of mental health diagnostics.