The COVID-19 pandemic, and resultant "Stay-at-Home" orders, may have impacted adults' positive health behaviors (sleep, physical activity) and negative health behaviors (alcohol consumption, drug use, and tobacco use). The purpose of this study was to investigate how these health behaviors changed (increased/improved or decreased/worsened) at the early stages of the pandemic, what participant characteristics were associated with health behavior changes, and why these behavioral changes may have occurred. A convenience sample of 1809 adults residing in the United States completed a 15-min self-report questionnaire in April and May 2020. Multinomial logistic regressions and descriptive statistics were used to evaluate how, for whom, and why these health behaviors changed. Participants were primarily female (67.4%), aged 35-49 years (39.8%), college graduates (83.3%), non-tobacco users (74.7%), and had previously used marijuana (48.6%). Overall, participants primarily reported a decrease in physical activity, while sleep and all of the negative health behaviors remained the same. Changes in negative health behaviors were related (p < 0.05) to sex, age, parental status, educational status, job status, BMI, and depression scores. Changes in positive health behaviors were related (p < 0.05) to sex, parental status, job status, and depression scores. Having more time available during the pandemic was the most commonly cited reason for changing health behaviors (negative and positive). Public health efforts should address the potential for long-term health consequences due to behavior change during COVID-19.