The issue of mental health hits especially close to home for Harry, who recently revealed he struggled with mental health issues for years following his mother's death.
The #oktosay film series can be viewed on the Heads Together YouTube page and website. Lady Gaga talked about her own PTSD that she suffered following a sexual assault at 19 years old.
William, Kate and Harry's Heads Together initiative has been running for about a year and has been encouraging the public to come forward and speak about their mental health issues or be a sympathetic ear for someone in need. "Just having a conversation with a friend or family member can really make such a difference".
"It's time that everyone speaks up and really feels very normal about mental health, it's the same as physical health. You feel like something's wrong with you", she explained.
Gaga replied saying that "waking up everyday and feeling sad and going on stage is something that is very hard to describe".
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They get fewer opportunities to take their shot at top-grossing films and less leeway for their films to be well-received. The actor added that, despite her embarrassment, it seemed important that the subject be raised.
"I still have shock within me - people say it can't last that long but it does", Prince William said in the documentary, which airs on Thursday.
The pop star lent her support to the Royal Family's Heads Together campaign.
"In my life I go, "oh my goodness, look at all these handsome, wonderful things that I have, I should be so happy", but you can't help it if in the morning when you wake up you are so exhausted, you are so sad, you are so full of anxiety and the shakes that you can barely think". You won't be judged. For him, it is very important to "break open that fear, that taboo", and that being open about it is the best start in addressing mental illnesses. We are starting to talk.
The Royal told reporters Wednesday that he knows his mother would be proud of his work on the Heads Together campaign: "I think she would be proud of the campaign, proud of everybody involved, proud of us, but specifically proud of the United Kingdom for having this conversation". Lady gaga will visit the U.K.in October.
"When you've heard so many stories from so many other people and if you can relate to that then it's only right that you talk about your own experiences".