Singer Sir Elton John, presenter James Corden, author Matt Haig, tennis player Naomi Osaka and others feature on the first episode of Archewell Audio.
It is the first fruit of Prince Harry and Meghan's podcast deal with Spotify.
"No matter what life throws at you guys, trust us when we say, love wins," Meghan tells listeners.
The couple do not directly discuss their personal experiences of 2020, which started with them announcing they would step back as "senior" royals, before moving to the US.