Kelly Kay Introduces Baby Spider, Talks Boyfriend's Death (Exclusive)

While Kelly Kay continues to mourn the devastating loss of her late college football player boyfriend Spencer Webb, she says there's one thing that's been able to spark new joy in her life: their newborn son Spider.

The model, who welcomed son Spider Webb on March 30, opens up exclusively to PEOPLE about the first few weeks with her baby boy and how she's continuing to keep Webb's memory alive through their son.

Just one week before Kay learned of her pregnancy news, Webb, whose nickname was Spider during his time as an athlete at the University of Oregon, died at age 22 in a rock-sliding accident.

"I was there. Spencer passed away in my arms," Kay reveals. "I was the one who pulled him out of the water and held his head until the paramedics got there. But unfortunately, he passed as they were arriving."

"I was in disbelief. I died that day as well. It's unbelievable," she continues. "The whole time we were waiting for the paramedics, I was just talking to him and telling him, 'We're going home. We're walking out of here.' There was a little glimmer of hope in my mind that maybe we were going to be okay, but it didn't end up that way."

The following week, Kay went to the doctor for a blood test to confirm her pregnancy. When the doctor came in to share the news, Kay says "Ghost" by Justin Bieber was playing, a sign she feels was Webb being in the room with her.

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.

"That was one of the songs I played at a memorial I had for him, and it's a very emotional song about someone passing," she says. "When the doctor told me, I was just like, he knows. This is the sign. This was meant to happen. As down and out of it as I was, there was a little bit of happiness inside of me knowing I'm going to have a piece of him."

Kay notes that wasn't the only time she felt Webb's presence with her. "I was shopping for maternity clothes at the mall and that song came on as I was about to check out. While I was shopping I was like, Spencer should be here with me. I wanted him there with me to lift me up and give me confidence like he always did. And that song came on and I was like, okay, he's here."

Throughout her pregnancy, Kay says she was "very lonely" and sad, "just wishing that Spencer was here."

"The pregnancy was second to the worst thing that's ever happened to me besides that day," she admits, beginning to get emotional. "I don't remember the first probably five or six months. A trauma brain is real, and in between morning sickness from being pregnant and just being depressed and not eating, it was super, super hard."

As for Spider's delivery, Kay says "everything went so smoothly." "I brought Spencer's jersey and a big blown-up picture of him, and so I had that focal point. I had my mom, my doula and my best friend in the room. I just stared at that picture of Spencer and I got it done. Everything went so easy and he came out a perfect little baby."

Since welcoming her baby boy, Kay says she's enjoying "every single second" of motherhood.

"The joy of the new baby has brought me out of the depression that I was in, but I think that the grief of losing Spencer is a chip on my shoulder that will never go away," she shares.

"[Spider] is my best friend and he is my new favorite person on this planet, and I enjoy every second of it. From the smiling and him making eye contact with me, we sleep together and cuddle, to even the poopy diapers and the crying," she says. "I wouldn't change it for the world."

"I'm just so happy that I have a best friend again. All I ever wanted in life was a best friend, a lover and a partner. And Spencer filled those shoes, and now that he's gone, I feel like I have Spider and he's never going to leave me," she continues. "He's mine. He's here forever. This is it. It's not just Kelly Kay anymore. It's Kelly and Spider forever."

Kay plans to continue to keep Webb's memory alive in "every way possible," she says. "We have pictures all over the house. We have so much memorabilia. And as he grows up, he will always grow up knowing who his dad is."

"I hope to send him to Oregon, and I know he is going to be D1. He's already nonstop," she says with a laugh. "We're both very athletic people. [I hope to] send him to football and just follow in Spencer's footsteps as much as I can."

"Even though his son and I are starting this new life with some trials and tribulations, we're going to make sure to live through Spencer's strength and guidance to make him proud."