Addressing the morning show's audience, Hall admitted, "It was a tough week," before thanking fans for "all of the great emails and outpouring on social media."
"I would be lying to you if I said I was 100 percent myself. I'm not. This is an ongoing situation," Hall, 45, said. "We spoke just two days before he passed away and all of the developments that came out have just made me question a lot of things about life."
A source tells PEOPLE that the singer and Hall's relationship was once romantic, but a spokesperson for Hall says, "They were close friends. Of course she's still sad at the loss of a friend."
Donald Traill / Invision / AP; Lester Cohen / WireImage
Hall initially spoke with MSNBC's Craig Melvin the day after the Purple One was found unresponsive in his Paisley Park estate, explaining, "You understand, in my life, the only other person I spoke with or speak with more than Prince is my mother. This is the person I communicate with more than anyone."
The pair first bonded over Prince's "interest in the news" and "family," she said during the interview, calling the connection, "one of the most incredible friendships and relationships of my life."
The iconic musician's death is reportedly being investigated as a possible drug overdose, a law enforcement official told The Associated Press last week. The official also said that they are looking into whether a doctor was prescribing the singer drugs before his death. Sources told PEOPLE in last week's cover story that Prince had a history of using the prescription painkiller Percocet.
Devoted Jehovah's Witness Prince Kept a Swear Jar at Paisley Park: 'He Wasn't Joking,' Says Congregation Member
Hall told Melvin that she spoke to Prince for several hours just days before his death, and noted, "I did not hear anything that sounded like the flu or the cold, but, you know, all of our bodies are different. And we didn't really talk about it."
She concluded, with confidence, "I'm sorry for the world losing this gift, but he's not gone. He is not gone."