Thirty or forty years ago, you never would’ve convinced me I’d be sitting in a movie theater in 2018 weeping about Mister Rogers’ life. But there I was last week, sitting with family, tears flowing down my face while “Won’t you be My Neighbor?” played on the screen. I never really knew this man who was Fred Rogers.

We went to see the documentary after two of my millennial sons raved about the reviews they were reading. I needed to find out for myself—especially after one of my sons told how Mr. ...