In the new podcast, Meghan also honoured those who have lost loved ones during the ongoing crisis this year, saying: "And at the same time, to honour those who have experienced uncertainty and unthinkable loss".
In addition, you can hear baby Archie speak for the very first time, and it's so cute.
It is the first fruit of Prince Harry and Meghan's podcast deal with Spotify. Some of the upcoming royal events Harry and Meghan (and their son, Archie Harrison) would reportedly like to be present for include the Queen's 95th birthday on April 21, Prince Philip's 100th birthday on June 10, and the unveiling of a Princess Diana statue on July 1, on what would have been her 60th birthday.
Any sighting or glimpse of Harry and Meghan's son Archie (pictured) is a joy for royal fans.
Doting dad Harry then encourages him to wish listeners happy new year, telling him: "After me, ready?"
Alongside Corden and Sir Elton, the couple also invited writer Matt Haig and tennis star Naomi Osaka, as well as Brene Brown to the podcast.
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". In September, they signed a multi-year production deal for TV programming with Netflix Inc, followed by a multi-year agreement to produce and host podcasts for Spotify.
Cumbria flood warnings update
Parts of the United Kingdom were already blanketed on Sunday despite Bella brining high winds and heavy rain overnight. A Met Office snow and ice warning is in force until Sunday 15:00 GMT, and again from 18:00 GMT until Monday morning.
"Our thoughts have been with you, especially during this holiday season", Markle said.
Instead, Meghan explains that they made a decision to enlist "a few friends and a lot of other folks" who "we admire, and get their thoughts on what they learned from 2020".
"From us I'll say no matter what life throws at you guys, trust us when we say, love wins", Meghan said.
The couple closed the podcast with the song This Little Light of Mine, which played at their wedding.
Quoting Martin Luther King Jr, she added: "It was the music that we wanted playing when we started our lives together".
One royal expert, who thought this speech could've served as an "olive branch" of sorts for the Queen and the Duke and Duchess of Sussex, touched on how the Queen appeared to have edited Meghan Markle & Prince Harry out of the "royal narrative".
She adds: "Darkness can not drive out darkness".