Celebrity Parents Megyn Kelly Recalls Feeling 'Jealous' of Oprah Winfrey Before Reflecting on Her Life as a Mom Megyn Kelly also talks to PEOPLE about being back in New York City with her family and how they're passing time together amid the COVID-19 pandemic By Charlotte Triggs Charlotte Triggs Managing Editor, PEOPLE Digital People Editorial Guidelines and Jen Juneau Jen Juneau Twitter Jen Juneau is a digital news writer for PEOPLE since 2016. People Editorial Guidelines Published on October 23, 2020 04:00 PM Share Tweet Pin Email Megyn Kelly understands that personal goals evolve over the years — and sometimes, things work out exactly the way they were meant to. In an exclusive new chat with PEOPLE, the former NBC and Fox News anchor admits that she used to feel jealous of legendary media mogul Oprah Winfrey, until she reflected on being a mom to sons Thatcher Bray, 7, and Edward Yates, 11, plus daughter Yardley Evans, 9½. "I used to feel envious of Oprah because she has everything," says the mother of three, 49. "And she's just so good at what she does. I thought, 'God, she's got so many gifts.' " "It was a moment at the water park [with] my family when I was like, 'You don't need to feel jealous of Oprah. You have it going on. You've got everything you need. You don't need to live at the promised land,' as she does," Kelly adds. " 'You've got that kid, shooting a water gun at your face. It's all good.' " Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories. Megyn Kelly (L); Oprah Winfrey. Medina/Getty; Perilstein/Getty What Megyn Kelly Thinks of the Debates — and Why They Shouldn't Be a "Trip to the Library" Kelly tells PEOPLE that while she and her family are back home in New York City now, they "spent part of the summer at the Jersey Shore" where her husband, Doug Brunt, "grew up going." "It was great," the television journalist raves. "You couldn't really tell that we were in the middle of a pandemic. It was pretty relaxed. And thankfully the whole community survived without an outbreak; I think New Jersey got hit very hard in the spring, so had been through a lot of it already." "It was nice, and our kids, they did a little camp," she adds. "And we got to go to an amusement park. We even went to the water park, which was quite a risk on any given day, never mind during a pandemic. ... I'll tell you, you haven't experienced true joy as a human being until you've gone to the water park with your children." Kelly recognizes that her own "wonderful" time with her family as the health crisis continues to unfold in the U.S. has been a privilege, considering "we've all had very different experiences." "My one friend is in tears a lot, and it's been very stressful for her. And there's been a lot of yelling," she shares. "Even though she's a great mom, it's just been very stressful on her. I do appreciate that and I don't mean to be that one who's like, 'It's wonderful; too bad for everybody for whom it's not.' But in my own case, it has been wonderful." Megyn Kelly Recalls Telling Son Yates, 10, That His Teacher Died of Coronavirus: "It Was Awful" Having left Fox three years ago and having a husband who is a writer working from home have been circumstantial advantages for Kelly, too, as they have given her and Brunt, 49, time to settle into a comfortable routine with their kids. "I do think that those relationships with your kids, it is one of those [things where] what you put into it is what you get out of it," she tells PEOPLE. "And if you are on them and with them and involved in their lives — not like a helicopter, but just engaged — the relationships do better." Continues The Megyn Kelly Show podcast host, "It may be rocky at first and I think some people experienced that over quarantine, but I think if you're an open person and you're willing to learn and you can take your licks and keep standing, the end result is better." Kelly also believes that the "forced family time together" has been "a gift," not just for her own brood "but for most families." She explains, "I hope that people who weren't nurturing those relationships as much as they secretly wanted to will use this as a jump start to doing so." "Because I can speak from experience on this, once you do, it just puts everything in perspective," she explains. "We get so obsessed about our jobs, and our careers, and our money and so on. It's not what we should be focused on. You got to do it, you got to pay your bills and you [want] to be an upstanding citizen, but if you get those relationships intact, that's the way forward. And that's real happiness." Kelly recently launched an eponymous podcast, The Megyn Kelly Show, which debuted at No. 1 on iTunes in September.