At 4:32 a.m., Caitlyn was wide awake in bed, telling the camera she hopes to get this whole thing "right," explaining: "Do I project the right image? My mind's just spinning with thoughts. I just hope I get it right. I hope I get it right," in regard to the challenge of being a transgender role model.

Caitlyn has a far better sense of humor than Bruce. Case in point: her plan for a 'Who Wore It Best?" tabloid feature by donning the same Tom Ford dress as ex-wife Kris Jenner.

Caitlyn said she can relate to the pain of transgender teenager, telling the camera of her own experiences: "I know how these kids can feel. I've had some very dark moments in my life. I have been in my house, with a gun and said, ‘Let's just end it right here. No more pain. No more suffering.'"