Will Ferrell has some pretty cool friends. That shouldn’t come as any kind of surprise to his fans. The cut-up appeared on “Saturday Night Live” for seven seasons and still keeps in touch with co-stars like Seth Meyers, Tina Fey and Kristen Wiig. Less familiar, but no less fascinating, is former “SNL” writer Harper Steele, who befriended Ferrell when he first joined the show, believed in the crazy cut-up when others were still skeptical of his talent.

Structured as an on-camera road trip between two longtime friends, with laughs and tears and the occasional “Borat”-style stunt, “Will & Harper” gives the general public a chance to meet this incredible woman. Technically, Ferrell is meeting her for the first time, too, since Steele spent the first six decades of her life as a man.

After receiving a long, vulnerable coming-out email from Steele describing her decision to transition at 61, Ferrell suggested that they meet up and travel the country together — just Will and Harper and a decent-sized crew (which manages to stay off-camera the whole way). The warm, open-hearted film was made by “Barb and Star Go to Vista Del Mar” director Josh Greenbaum, who eschews fly-on-the-wall vérité in favor of the more manipulated, multi-camera approach associated with reality TV.

Stretching from New York City to the Santa Monica Pier, with stops at redneck bars and dirt track races, the physical journey would give the old friends a chance to catch up and talk through all aspects of Steele’s emotional journey. Square One is 30 Rock, where they wander the halls where Steele worked as head writer, bumping into Lorne Michaels and subjecting the nervous producer to an overlong group hug — Michaels’ reaction could be a metaphor for the entire movie, which goes to great lengths to be loving and supportive, smothering any resistance with sheer positivity.

After catching up with a bunch of “SNL” alums in at the Palm restaurant, the two friends set out in Steele’s vintage wood-paneled Grand Wagoneer. If “Transamerica” hadn’t gotten there first, the title would have been perfect for this tour, which traces a path through mostly red states. Nearly two decades after that indie road trip (and thanks largely to increased trans visibility on-screen), the conversation has evolved. But frank discussion is still desperately needed in many corners, as most Americans don’t have a trans friend with Steele’s “ask me anything” attitude.

Ferrell does take the opportunity to pose questions — not the tough stuff that skeptics and haters might lob, but personal inquiries, like how Steele chose her new name, whether she’s thinking about bottom surgery and what kind of partner she sees herself with in the future. To some extent, the excursion was arranged for Ferrell’s benefit — the star sincerely wanted to understand a daunting subject and to support his friend as best as he could — knowing it would ultimately benefit mainstream audiences even more. “Will & Harper” has the potential to reach demographics who’d never humor such a conversation without a celebrity like Ferrell to lure them in (ideally countering some of the damage done by Dave Chappelle). Thanks to him, the movie makes pit stops for a hot air balloon ride with Will Forte and pedicure with Molly Shannon.

Unsurprisingly, Ferrell can’t help turning certain situations into comedic bits. When you stop to consider the quality that made him a star, Ferrell routinely brings an almost childlike openness to his roles (“Elf” is the perfect example), coupled with a willingness to follow through on wild ideas. He’s the extreme, improv-comedian version of that guy who never turns down a dare, except instead of doing “Jackass” stunts, Ferrell’s fools-rush-in shtick feeds on laughter. Here, emotional setups pay off the same way great jokes do, with Wiig delivering the most satisfying one via the end credits.

Over the years, Steele has been the instigator for some of Ferrell’s wackiest gambits, from Spanish-language one-off “Casa de mi Padre” to his 2015 Lifetime movie, “A Deadly Adoption.” Audiences are probably hoping/expecting “Will & Harper” to provide a few zany new scenarios. At one point, when traveling through Texas, the pair stop at a restaurant where Ferrell dons his Sherlock Holmes costume and attempts to finish a 72-ounce steak. It’s not clear what he was thinking. Suffice to say, his idea backfires in a big way.

After seeing Ferrell in character, witnesses seemed to confuse what to make of the woman sitting opposite him, attacking the pair on social media (one crank calls Ferrell a “satanic illuminati pedophile,” giving the actor a taste of the hate trans people routinely experience online). A night out in Vegas goes far better, though Ferrell has a funny idea of trying to keep a low profile. Such bits are comic gold, but Greenbaum and editor Monique Zavistovski actually strive to minimize Ferrell’s ticklish tendencies — that clownish impulse to make a joke of everything — in cutting, cherry-picking the best examples and otherwise focusing on sincere emotional connection. Tellingly, Steele strives to be serious throughout (if anything, the movie is less comedic than you might expect).

“Will & Harper” doesn’t leave much room for negativity, opting instead to emphasize how welcoming complete strangers are to Steele wherever he goes. That was Steele’s big fear: Returning to the dive bars and truck stops she once frequented as a man, would she now be insulted or attacked? Having Ferrell and a camera crew along certainly skews the experiment in her favor (these are hardly low-key, anonymous appearances), but the reception is infinitely warmer than she could have imagined.

As trans allyship goes, Ferrell sets one heck of an example, sitting courtside with Steele at a Pacers game or correcting strangers when they misgender his amiga. Everything they do together is a learning experience for Ferrell and anyone watching who feels uncertain how to deal with trans people. Still, this down-to-earth trip will likely prove even more important for a different audience — namely, those with gender dysphoria issues of their own, who see in Steele a role model. Coming out can be incredibly scary, and Steele is eloquent and open about her fears.

It can sounds like a cliché to say that any given movie is what the world needs now, but “Will & Harper” earns that distinction. Struggling to recognize her own beauty in a society that often seems determined to deny her identity altogether, Steele brings the trans experience down to earth. Meanwhile, by accepting his fledgling gal pal on her own terms — and asking how to make her more comfortable in her own skin — Ferrell sets the best kind of example. We should all be so lucky as to have friends like these.