Cheyenne Jackson on The Masked Singer 's Surprise Challenges, from Neck Exercises to 'Strategic' Songs

This post contains spoilers from Wednesday's finale of The Masked Singer.

The Prince did not ultimately reign supreme on season 7 of The Masked Singer, but Cheyenne Jackson — the actor and singer under the regal disguise — still feels like he won.

"For me getting in the finale was winning," the Broadway vet and American Horror Story star, 47, tells PEOPLE. "Because I didn't enter this to win, I just entered it to have fun. But then I got really competitive, because you just do."

Jackson made it to the finale — alongside winner Firefly (Teyana Taylor) and Ringmaster (Hayley Orrantia) — with help from some famous friends who have previously appeared on the show.

Fox; Jean Baptiste Lacroix/WireImage

"Jewel is a buddy of mine, and obviously she won [last season]. So I was talking to her prior and just saying, 'If you could give me any advice about the process, what would you say?'" Jackson says. "And she said, 'Just go with it, have fun and really pick great songs; really do take your time and pick songs that mean something to you.' "

That led to the father of 5-year-old twins Willow and Ethan to perform a diverse range of songs that included "La Copa de la Vida" by Ricky Martin, Sam Smith's "Lay Me Down" and his finale selection, "Viva la Vida" by Coldplay.

Jackson also picked up tips from his former Call Me Kat costar Vanessa Lachey's husband Nick Lachey, who won season 5.

"Nick was saying that he really felt like once you get used to the costume and the weight of it, you do feel free," Jackson says. "Because it ain't about your face or about your body or about what people think they know about you, it is truly only about the voice. That's a vulnerable feeling, but it's also a very freeing feeling."

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Jackson reflects on training to perform under The Prince's heavy head, what his kids thought of the Grammy nominee going on The Masked Singer and how it felt to have his husband Jason Landau by his side during the experience.

What made you want to go on The Masked Singer?
I never thought about going on The Masked Singer. It really wasn't on my radar. I had some friends that had done it in the past and had good experiences, but I didn't watch it religiously or anything. I got the call and I talked to my husband and I was like, "What do you think?" There's something about it that seemed scary and vulnerable. And usually if something scares me, it means that I got to do it. I'm not known primarily as a singer. I used to be back in the day on Broadway and concerts and all that, but now people know me more for television. So I thought, what a great opportunity to sing some music, get in a great costume, be so fun for my kids and have a little adventure. It actually ended up being really fulfilling. I didn't expect to have as good of a time as I did.

Do you think being behind in the mask helped you let go a little bit and eliminated some of those fears?
I'm a Cancer. I like to be in my own little cave, so the isolation and being anonymous was lovely.

Did your kids know you were The Prince when they watched this season?
There were only a handful of people that I told, only people that I could trust. And I told my 5-year-olds, because who are they going to tell? So they knew while I was doing it, that I was ... they called it 'Frog.' I would explain to them what it was but they didn't quite understand until it started airing. And then they could not believe it and they were so excited. They were just running around the house singing the Ricky Martin song. So it's been really fun to watch as a family.

RELATED: The Masked Singer: Who's Been Revealed So Far — Season 7

Matt Winkelmeyer/Getty

Were they disappointed that you didn't win?
I was nominated for Daytime Emmy this year, and we were all there as a family and I didn't win. My daughter cried. I told her, "That's part of life. Sometimes you win, sometimes you lose."

You made it a teachable moment.
Yeah.

How does competing on The Masked Singer compare to performing on Broadway?
I definitely had to get my stamina up in terms of singing with something on your neck, a big, heavy mask. You have to use your neck muscles in a way that when you're singing, you want those to be relaxed. So I bought a really heavy motorcycle helmet and I would practice on my treadmill in my garage. Singing with the helmet on and just strengthening those muscles — they were so sore. But it really helped because that frog head was heavy. You find yourself straining to even keep the head up, let alone trying to sing a pretty note. But my work ethic from Broadway and being able to handle the nerves, I think that definitely played into it.

RELATED VIDEO: Penn and Teller Chat About How They Had to Trick the Viewers and Judges on The Masked Singer

Following Jewel's advice, how did make your song selections?
People can't see your face. They can only hear your voice. They can only hear your words and connect with your heart. So I thought, "I'm not just going to sing things I can sing the crap out of." Because I can wail and sing high notes for hours, but that's not the point. I want something that I really, truly connect with, so I tried to be strategic. The first song was half in Spanish and I thought that might throw them a little bit. I took it very seriously.

You definitely threw off the judges. Which of their guesses did you find the most unexpected?
I figured at the beginning that somebody would guess an athlete because of my physique, but it was interesting that they all went down the athlete road pretty much right off the bat. I did think it was funny personally, when they were getting more in the right vein and they were guessing literally all of my friends. Like Darren Criss and Matt Bomer and Ben Platt. I was laughing so hard in my frog head at that.

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Michael Becker/FOX

You spoke in your final clue package about finding the love of your life. How does your husband support you?
He is just the love of my life. He lights up every room he's in. Almost 10 years with somebody, you've been through it all, right? He's just my biggest support. It was really fun to have him be there with me through this. You can have somebody with you, but they have to be completely masked as well. He used to be a dancer and a singer so he had great notes, he had great ideas. And he went on the rollercoaster of emotions, maybe even more than me, because he had to stay off stage. It was a fun little adventure for us to go on together.

RELATED: Celebrities Who've Won The Masked Singer

Do you plan to do more singing in your career going forward?
This has ignited how much I love music and how much really, I love songwriting. On Call Me Kat, they've been licensing some original music of mine and it's really reignited my love of songwriting. I want to keep writing. It's a new frontier for me career wise. I'm doing season three of Call Me Kat, but I'm really getting more behind camera. I've always wanted to produce. I started a production company about 10 months ago and we have about five things cooking. So just creating a lot more and not waiting for people to come to me.

Would you ever return to Broadway?
I would love it, it's just has to be the right project and it can only be a limited run, because I'm hoping that Call Me Kat has a long and healthy run. My kids are starting kindergarten. I can't move them. I was asked to do a show that's running right now on Broadway. At least once a year I get a call from New York and they say, "Hey, you want to come?" And it always feels so good, like, you didn't forget about me. But I love it and I always will.