Nora McInerny stepped into the role of grief educator in 2015 after having a miscarriage and losing her father, and her husband, Aaron, in just a few months. An advertising copywriter, she had blogged through Aaron’s cancer journey; as a couple, they co-wrote a moving yet hilarious obituary for him. Since his death, she has written two memoirs and a book of advice for grievers, founded a nonprofit and started hosting the wildly popular podcast Terrible, Thanks for Asking. The podcast is an extension of McInerny’s belief that we can learn about ourselves through the stories of others—and an excuse for people to have a good cry on their commute, which, she says laughing, is the whole point.

Why is personal storytelling such an important part of educating people about dealing with d...