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.
Instead, Meghan explains that they decided to enlist "a few friends and a lot of other folks" who "we admire, and get their thoughts on what they learned from 2020".
First is Sir Elton, who describes 2020 as "the worst year I've ever known", but who says he hopes when the pandemic passes "that we have become better people - and I hope for healing".
US actor Tyler Perry talks about laying on food for 5,000 underprivileged families at his studio in Atlanta, Georgia, while chef Jose Andres also discusses distributing meals in the US during the pandemic.
The other guests include 17-year-old activist Christina Adane, alternative health guru Deepak Chopra, US politician Stacey Abrams and British spoken word artist George the Poet.
Prince Harry and Meghan did not interview them, instead asking the guests to record themselves to avoid what the duke describes as "the awkward dance of a video chat".
Meghan says their responses "all came back to one thing - to the power of connection".
She adds: "Darkness cannot drive out darkness. Only light can do that."
Prince Harry says he wants to pass on a lesson from 2020 "about how important it is to take care of one another and how meaningful our connections are, even when they're physically impossible".