Comedian and actor Will Ferrell recently offered his two cents on the national transgender conversation, telling the British publication The Independent that “we fear what we don’t know.”

Mr. Ferrell is promoting his upcoming Netflix documentary “Will & Harper,” which premiered Friday and depicts Mr. Ferrell’s metaphorical and literal journey with his longtime friend Harper Steele, who worked with him at “Saturday Night Live” in the 1990s and came out as transgender years into their friendship.

“Will & Harper” follows Mr. Ferrell and Ms. Steele as they embark on a 16-day road trip across the U.S., grappling with how Ms. Steele’s transition has impacted both their friendship and her experience in public spaces. They visit familiar spots that Ms. Steele had frequented before her transition, including sports bars and diners. 

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“There is hatred out there,” Mr. Ferrell told The Independent. “It’s very real and it’s very unsafe for trans people in certain situations. … But I don’t know why trans people are meant to be threatening to me as a cis male. I don’t know why Harper is threatening to me.”  

Ms. Steele’s story is set against the backdrop of a country deeply divided on issues of gender identity. 

According to recent Pew Research Center data, nearly two-thirds of U.S. voters — 65% — believe that a person’s gender is defined by their biological sex at birth, while only 34% believe that gender can differ from birth sex.

The numbers split sharply along political lines: Some 90% of supporters of former Republican President Donald Trump say a person’s gender is determined by their sex at birth, while only 9% say otherwise, according to the Pew poll. Among those who support the Biden administration, 59% believe gender can differ from sex at birth, with 39% agreeing that birth sex is definitive.

For Mr. Ferrell, Ms. Steele’s coming-out email left him with plenty of questions but no doubt over whether he would support his friend. “It was kind of earth-shattering news to receive,” he told the BBC, “but Harper asked me to stand by her, and if I’m as good a friend as I believe I am, I had to show her that support.”

Ms. Steele expressed concern about whether she would still feel welcome in the places she once visited long ago as a man. “It was daunting,” she said in the interview with BBC. “This was my first time traveling across the country since transitioning, and I knew it wouldn’t be the same.”

Ms. Steele also said accused politicians of using the transgender debate to gain votes, while the media is making the situation worse.

“I think the press is leaping on it because polarization somehow helps numbers,” she said. “And I understand that there are people in their basements and people who are angry and they want to lash out. But on the whole, I believe people are kind, and letting a person live their truth should be everyone’s goal.”