Prince Harry's Most Emotional Quotes from His Mental Health-Focused Podcast with Dax Shepard

Host Dax Shepard asked what it was like to be among a "a tiny group" of royals "watched by millions," which Prince Harry summarized as "a mix between The Truman Show and living in a zoo."

"It's the job right? Grin and bear it. Get on with it. I was in my early 20s, and I was thinking I don't want this job, I don't want to be here. I don't want to be doing this," Harry said. "Look what it did to my mum. How am I ever going to settle down and have a wife and family, when I know it's going to happen again?"

"I've seen behind the curtain, I've seen the business model and seen how this whole thing works and I don't want to be part of this."

He then revealed that early in his relationship with Meghan, they went grocery shopping "incognito."

"The first time that Meghan and I met up for her to come and stay with me, we met up in a supermarket in London pretending that we didn't know each other," Harry said. "So we texted each other from the other side of the aisle, people looking at me and giving me all these weird looks, coming up to say 'hi,' whatever. And I was like, texting. It's like, 'Is this the right one?' She's like, 'No, you want parchment paper.' I'm like, 'Okay, where's the parchment paper?' "

Prince Harry said that he and Meghan feel more "free" after relocating to California last year with their 2-year-old son, Archie.

"Here, I can actually lift my head and I feel different. My shoulders have dropped, so has hers," he said. "You walk around feeling a little bit more free. I get to take Archie on the back of my bicycle. I never had the chance to do that."

Prince Harry recounted the three times in his life that he felt "completely helpless:" riding in a car with mom Princess Diana in a car being chased by photographers, in a helicopter while serving in Afghanistan and when his wife Meghan Markle was suffering.

"Those are the moments in my life where feeling helpless hurts. It really hurts," he said. "And that's when you think to yourself, 'S---, I've got the privilege, I've got the platform, I've got the influence and even I can't fix this. I can't change this. And when you start getting in your head about it, that's when it starts sort of taking a toll."

Prince Harry admitted he "screwed up" when he dressed in a Nazi uniform for a costume party when he was in his 20s.

"I thought I understood life, especially bearing in mind most of the countries I was going to and the communities I was going to were people of color," he said. "I had to uncover and understand more about unconscious bias. I thought since I screwed up when I was younger and then did the work, I thought I then knew but I didn't. And I still don't fully know. It's a constant work in progress and every single one of us has it."

Harry said he wanted to "break" the cycle of "genetic pain and suffering."

"There's no blame. I don't think we should be pointing the finger or blaming anybody. But certainly when it comes to parenting, if I've experienced some form of pain or suffering because of the pain or suffering that perhaps my father or my parents had suffered, I'm going to make sure that I break that cycle so that I don't pass it on," he said. "There's a lot of genetic pain and suffering that gets passed on any way. We parents, we should be doing the most of we can to try and say, you know what? That happened to me. I'm going to make sure that doesn't happen to you."

"I do think that kind of old way of thinking, of the prince/the princess, all these little girls reading these wonderful fairy tales going, 'All I want to be is a princess!' And I'm thinking … uhhh," Prince Harry said.

"My wife had the most amazing sort of explanation to that, which is … 'You don't need to be a princess. You can create the life that will be better than any princess.' It's something along those lines, and that's coming from her own lived experience," he said. "We got together, and she was like, 'Wow, this is very different to what my friends at the beginning said.' "

Prince Harry shared that he is friends with his Montecito neighbor Orlando Bloom.

"Just two days ago, Orlando Bloom sent me a message – because he's just down the road and we sort of keep in contact because of the paparazzi – he sent me a photograph which his security got of this long-haired guy with a beanie on, with his ear pods in, with his massive camera lying in the back of his 4x4 truck."