Megyn Kelly tells PEOPLE her 7-year-old daughter Yardley is "all about female empowerment"

Megyn Kelly is heading across the pond to cover the royal wedding with NBC — and her 7-year-old daughter had quite the reaction when she heard the news.

The Today show anchor, 47, tells PEOPLE exclusively that her daughter Yardley Evans was initially “a little disappointed,” since it means Kelly has to miss her recital.

“Yardley has her own performance that she would like me to be at this Friday, and Mom had to explain that there’s something else I’ve got to do,” says the mother of three. “It was actually kind of cute because then she gave me the most adorable little soliloquy on how she does not want to marry a prince because she wants to be in control of her own life. She’s 7!”

“She wants to make her own decisions and she doesn’t want someone telling her that she can only eat with her left hand and never the right,” adds Kelly with a laugh.

“She says, ‘That’s her choice and that’s hers to make, I’m not judging her choice, but it wouldn’t be my choice.’ So unfortunately I’m missing Yardley’s recital, but I’ve also learned that I think I have a budding feminist in the house. She’s all about female empowerment.”

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Credit: Megyn Kelly Today/Twitter

Megyn Kelly

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As for how Kelly herself feels about the much-anticipated nuptials of Prince Harry and Meghan Markle?

“I’m excited,” she says. “What a fun assignment. I know from my history that depending on whatever journalist you’re talking to, they may have strong feelings for or against coverage of the royals. I’ve always been for. It’s a fun diversion, it always has been.”

“There’s something about them,” she continues. “Their lives are fascinating to us. And we here in America grew up reading stories about royalty and princesses and normal girls becoming princesses.”

Adds Kelly, “So whether you think that’s sexist or not, whatever your feelings [are] about that, it’s an imprint that I think most American women have that makes it fascinating to me. So I’m looking forward to seeing one of our own, an American, become a princess.”

Credit: Neilson Barnard/Getty Images

Megyn Kelly and husband Doug Brunt

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And Kelly — who also shares sons Thatcher Bray, 4½, and Edward Yates, 8½, with husband Doug Brunt — admits she’s a fan of the princess bride.

“She seems awesome,” she raves of Markle, 36. “What I like about her is that she seems so far to have carried herself with dignity … in the face of some controversies that are not of her own making. To me, she emanates joy and she hasn’t yet lost that and I hope she doesn’t.”

The trip will also be Kelly’s first time heading abroad with her Today show family, including Savannah Guthrie, Hoda Kotb and Kathie Lee Gifford. (Kelly was previously with Fox News for 12 years before moving to NBC in 2017.)

“Over the course of my year here, I have come to know — instead of suspect — what good people these are,” she says of her colleagues. “I knew them more in passing before, and I always liked them. They always were kind and supportive and part of the sisterhood — the sisterhood has its own special faction if you’re a female journalist. Since I’ve been here, they’ve lived that. They’ve shown me that day after day after day. It’s been one of my favorite parts of being here.”

Credit: Hoda Kotb/Twitter

Hoda Kotb and Megyn Kelly

Kelly says that in some ways, she feels like she’s been “shedding layers” at the network. “I think my years — particularly in the primetime cable news — built up a coat of armor around me in a way, because it’s just so combative and acrimonious,” she says.

“And slowly but surely, I’ve been picking off that armor and I don’t want to sound trite, but in a way, finding myself again,” she explains. “So it hasn’t been entirely easy, but it’s been rewarding and I feel happier and I feel more aligned with my true self.”

“I go to work and I laugh and I connect with other people for a living now. I tell their stories and I connect with them, whereas before it was much more combative, it was much more pugilistic. And there’s a role for that, there’s a place for that, no question.”

“I do think what people do in cable news and covering political subject matter is very valuable,” Kelly continues. “It’s just I’ve been enjoying the break from it very much. It’s put me in a very different headspace.”

All four hours of Today will air live from Windsor on Friday from 7 to 11 a.m. ET on NBC with Kelly, Guthrie, Kotb and Gifford. Royal wedding coverage begins Saturday at 4:30 a.m., co-anchored by Guthrie and Kotb, who will be joined by Kelly and Gifford.

Inside the Royal Wedding: Harry and Meghan, a primetime special hosted by Guthrie and Kotb, airs Wednesday at 10 p.m. ET on NBC.