"It was so important for me to tell people, 'You're not alone,'" says the comedian and best-selling author, who hosts her new iHeartRadio podcast Dear Chelsea with longtime assistant Brandon Marlo

Chelsea Handler likes to keep it real.

The comedian and best-selling author, who made a brand out of unabashedly doling out her opinions on every subject from politics to sex, insists she didn't realize she could be polarizing at times. "Everyone's multifaceted, and I assumed everyone saw all those sides of me," she tells PEOPLE in this week's issue.

Determined to figure out any personal issues, Handler, 46, started going to therapy a few years ago and eventually came to terms with how she was shaped by the grief she experienced following her older brother's death when she was 9.

"I'm grateful for the self-awareness," she says. "It really allowed me to just be a kinder, gentler person all around."

For more of Chelsea Handler's exclusive interview, pick up the latest issue of PEOPLE, on newsstands Friday, or subscribe here

dear chelsea podcast
Demi Lovato (top); Brandon Marlo and Chelsea Handler (bottom)

Now, Handler is hoping to share the expertise she's learned on her new iHeartRadio podcast, Dear Chelsea, co-hosted by her longtime assistant Brandon Marlo. During each show, the comedian and Marlo offer candid advice as they answer listener-submitted questions.

chelsea handler
Credit: Matt Baron/Shutterstock

"It was so important for me to tell people, 'You're not alone.' If this is happening to me, it's happening to millions of people," she says. "I think a lot of people, especially now, are feeling very insecure about how their life is going. And this is a direct result of the last year's events. I know my social skills are rusty. I was out to a couple of dinners and sitting there going, 'Oh, what am I going to say next?' And that's not me."

Chelsea Handler and Brandon Marlo
Brandon Marlo and Chelsea Handler
| Credit: COURTESY Chelsea Handler

Though she still embraces blunt honesty, Handler says finally dealing with the death of her brother Chet, who died at age 22 in a hiking accident, has taught her "a lot more empathy, for sure, understanding why people behave the way they do," she says.

"It's certainly given me a lot of empathy for myself when I look back at times that I'm not so proud of. I'm not a person who lives in regret, but I have a lot of room for forgiveness now, whereas before, I would judge somebody a little more harshly if they did or said something that I didn't like," she continues.

Handler had to give herself some of that empathy last June after posting a 30-year-old video of Nation of Islam leader Louis Farrakhan (who has a long history of making anti-Semitic and anti-LGBTQ comments) on her social media. The comedian had watched a clip of Farrakhan discussing racial oppression "and I thought, 'Wow, what a powerful message.' I didn't take into context his persona and everything he represented," she says.

Handler later apologized and deleted the video. "I didn't realize how much damage he had caused, and how anti-Semitic he was," she adds. "I just simply hadn't done my research. Once it was brought to my attention I felt awful."

Chelsea Handler Instagram
Chelsea Handler
| Credit: Chelsea Handler Instagram

Throughout any challenges Handler has faced over the years, "I just kept saying, 'Keep going,'" she says.

"I mean, I'm 46, and I still have conversations like that with myself, because you can get discouraged by negative responses to things," adds the TV star. "I think the most important lesson I've ever learned is you have to just keep focused on what you love to do. If you're intent on something, there is nothing that can get in your way."

Dear Chelsea is now streaming on iHeartRadio.