Sheryl Sandberg and Tom Bernthal on Their Blended Family

For Sheryl Sandberg and her new husband Tom Bernthal, knowing they found love a second time makes them both feel incredibly "lucky," she tells PEOPLE.

Sandberg lost her husband Dave Goldberg in 2015 when he tragically died while the pair vacationed in Mexico. Suddenly a widow, she grappled with raising their two children alone.

Meanwhile, Bernthal, 49, faced a penetrating loneliness after a divorce "I didn't want," he says of splitting from the mother of his three kids.

There was nowhere that loss felt more apparent than at the dinner table.

"I realized my kids didn't know what family dinner looked like," says Bernthal, 49, in the lead-up to their Aug. 20 wedding. "It was at that moment I realized I really want to do this with somebody. I really want to raise the kids with somebody. I want to find somebody who will be a wonderful mother to them, and didn't at the time realize, but maybe I could be a father to their kids, too, or some sort of a father figure."

Adds Sandberg, 52: "We were a family of four. And then when Dave was gone, it was just such a strong sense of an absence. It felt small. No matter what I did, no matter how much you grieve it, just then the three of you are sitting there. It feels like someone is missing."

So when Dave's brother Rob Goldberg introduced the pair in 2019, and they immediately hit it off, Sandberg and Bernthal knew getting serious meant getting serious about blending their families.

"The idea that you will be a single mom and a widow and dating was just totally unexpected and actually hard to do," Sandberg says. "I was home with my kids every night."

In those early days of their relationship, Bernthal was still based in L.A., where he ran a consulting company, while Sandberg was in the Bay Area.

"Until we could introduce him to my kids, I never went to L.A., so he'd have to come up here because I just wouldn't leave them," says Sandberg. "It is unusual to date as a single mom, as a widow."

As things got serious, the couple knew they were ready to take the next step, and got engaged in February 2020 at a ranch in New Mexico. Weeks later, the COVID-19 pandemic struck. With schools shutting down, the family decided to expedite their planned fall move-in, with Bernthal and his kids moving into Sandberg's Bay Area compound.

"It was a blink from 'Nice to meet you' to 'You're living together,'" says Bernthal.

Adds Sandberg: "It wasn't just moving in together. It was moving in and basically not leaving the house. We played hundreds of hours of Settlers of Catan."

It wasn't easy at first.

"The two middle girls, when they met each other, didn't like each other," Sandberg recalls, adding that pending renovations meant they had to share a room at the time.

But being in close quarters for the heightened period of the pandemic turned out to be a bonding moment for them all.

"We went from this tiny, little family to this bustling household filled with energy, and I think it was a relief for them," Sandberg says.

"One day, something happened and Tom and I were talking about something in our bedroom and I said, 'My kids,'" she recalls. "And Tom looked at me and he said, 'Our kids.' And that was this moment of, 'Wow, he really means it. And I really mean it.'"

As for the girls? "They're best friends now — they FaceTime each other even after they go to bed," says Sandberg.

Cut to August 2022. The week before their wedding, the pair took their five combined kids (three girls and two boys) on a camping trip off the grid near Jackson, Wyoming. "No connectivity!" Sandberg boasts.

"We just saw it as a chance for us to really be with the kids together, not friends and boyfriends walking around," says Bernthal, who hoped the family would explore the wildlife and "have all the meals" together.

And as they celebrated their love during the Western-inspired festivities on Aug. 20 — a date selected because it falls between their two birthdays, meaning the month of August "will always be a celebration for us," Sandberg says — they relished seeing the incredible bonds their children have formed.

"The best part of the weekend was celebrating with our children," says Sandberg. "Each of them gave a toast about our family — not just about their relationship with us, but about how close they are to each other. It was truly touching for both of us to see the five of them standing up there as siblings."

"I personally feel a real sense of purpose in hopefully doing whatever little part that I can do to help Sheryl and her biological kids heal from [the loss of their father]," says Bernthal.

"Dave will always be a part of our lives, but there are certain things that he won't be here to do," he adds. "And if I can play that role for her biological kids and teach my biological kids how to be really loving, supporting, whether it's siblings or just loved ones, I think that's real purpose for us."

Adds Sandberg: "They were young. They were 7 and 10 when they lost their father. I don't know how many memories you have of 7. People have very few memories below 10. I'm so glad my kids are getting to see love."

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