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On the day of Prince William and Catherine's royal wedding, Sarah says she found herself thinking a lot about her late friend Princess Diana. "Diana and I both weren't there [in London], but I'm here to say how proud she would have been," Sarah says. "And Kate looked utterly beautiful."

Watch Sarah discuss her relationship with Princess Diana

Just months before the 1997 car accident that took her life, Diana gave Sarah some advice about life as a former royal. "She said, 'Remember, Fergie, when you're at the top of the pedestal, you can fall off. It's when you're at the bottom you can grow,'" Sarah says. "On April 29, I again thought that. I thought, 'Well, now, I went to the gutter. Now I can grow up as Sarah, and I can begin to really get to know Sarah.'"

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