Prince Harry talks about opening ‘Pandora box' with Archie

Prince Harry is getting candid about introducing the concept of Invictus Games to his children.

The Duke of Sussex, who shares Archie and Lilibet with Meghan Markle, tells PEOPLE his babies have a lot of questions about the

sports tournament for disabled that he has founded.

"They are fascinated," Prince Harry, 40, tells the outlet. "It’s a very interesting conversation to have with your kids — to explain why that person is missing a leg, why that person is missing an arm, why do they look the way they do. It’s challenging but important."

"Our kids are still so young, but Archie, especially, is asking those questions," Harry continues: "As any parent knows, once you open that door and those questions are asked, or that conversation starts, more and more doors start opening."

"And then he starts asking, 'How did they get injured? What’s a mine? What’s all this?' It becomes opening Pandora’s box, to some extent, especially with kids this age, because they have no filter, and they’re just so curious and so inquisitive!" the Duke of Sussex says. "They want to know more, more, more."

"I’m hoping that my kids will take on every sport that they want as well, because I think it’s really important for all of us," the Duke of Sussex says.