“I was afraid of, ‘Am I asking the questions right?’” Ferrell, 57, remembers. But also, “Are we going to have a crazy confrontation (with someone) out there?” And when people inevitably ask what we’re filming, can I stand up for my friend and articulate what’s going on? All these things were going through my head.”

Harper Steele doesn’t want to be afraid as a trans woman

Partly because of Ferrell’s celebrity, most of her interactions with strangers are warm and cajoling. But the film also forces viewers to confront the bigotry Steele faces as a trans woman: In one scene, she receives cruel comments on social media after sitting courtside with Ferrell at a basketball game in Indianapolis. Even dinner at a steakhouse in Texas turns into an unpleasant nightmare when Steele is mistreated and stared at by the restaurant guests.

“I just want to be able to be in these places because I don’t hate them. I don’t want to be afraid of them,” Steele said. “Basketball games in the middle of the country are things I want to see and I should be welcome there. And I can’t say that I’m completely welcome there because I was there with Will Ferrell. With Will Ferrell you’re welcome everywhere, so it’s not necessarily a real trans experience.”

Since filming, she has traveled alone across the Midwest without the camera rolling.

“I found it easier,” Steele says. “Part of it is because of me and the confidence I bring with me now when I go to these places.” But people in general “aren’t interested in being mean to begin with.” They’re interested in being kind, and when they come home to their basement, they may feel like they have to say mean things.”