How JFK Jr. Coped with His Father's Assassination — and Once Said, 'Bobby Knew Everything'

John F. Kennedy Jr. rarely spoke of his father's assassination in Dallas, though he once referred to it as "the one fundamental fact of my life."

He was just three days shy of 3 years old when his father was killed, and the heartbreaking salute he gave to President John F. Kennedy's casket came to symbolize his family's — and the nation's — loss.

Nearly 20 years after John's own death at 38 in a plane crash on July 16, 1999, the new biography America's Reluctant Prince, by historian Steven M. Gillon and excerpted in this week's PEOPLE, offers insight into how John coped with his father's killing.

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"It was a topic that John did not discuss. The only topic that was absolutely off-limits," Gillon tells PEOPLE.

He met John when he was a teaching assistant in a history class John attended at Brown University in 1981, and they struck up a friendship that grew deeper over the next 18 years. They would often discuss the Kennedy presidency and his legacy — but never the events of Nov. 22, 1963.

"John said, 'I don't understand why people are so fascinated with my father's death,' " Gillon recalls. "He couldn't understand why people focused so much energy on it. He wanted to remember his father for the life that he lived, and that's how he wanted others to remember him."

He also did not discuss the Warren Commission. The official investigation into the assassination concluded President Kennedy was shot by Lee Harvey Oswald and that Oswald had acted alone, refuting the conspiracy theories which persist even to this day.

Once, however, Gillon remembers John addressing the topic sometime in the early '90s.

"He made a cryptic comment that 'Bobby knew everything,' " Gillon says, referring to Robert Kennedy, the president's brother and his attorney general. "It made me think JFK's brother knew things the public and maybe the Warren Commission did not."

"As a historian I should have followed up, but it was a sensitive topic," Gillon says. "If he wanted to offer more information he could, but I knew it hurt him and he didn't want to talk about it."

In 1995, when John was preparing to launch George magazine, he readied for the media attention by running through the toughest questions imaginable with friend Gary Ginsberg, an attorney, and political consultant Paul Begala, who later worked for the Clintons.

As part of the practice run, Ginsberg asked John if he would ever use George to do investigative pieces, such as looking into the Kennedy assassination.

"He explained that he'd thought about it a lot," Gillon recalls. "But even if he spent the rest of his life trying to find the answers, he said, 'It would not change the the central operative fact that I don't have a father.' "

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In the course of his book research, the author spoke to many of John's closest friends, some who have never before given interviews.

"John's life was more complicated than I ever knew," Gillon says. "He led a complicated life that was full of burdens and responsibility. And the story of his life is how he manages those burdens with such dignity and grace."