We think of growing up as that thing you do in adolescence. But I became who I am in my 20s and 30s, those frenzied years of change.

Through it all, there was one constant: my dog, Franny.

She arrived as a 9-week-old ball of fluff, curled up in a pink laundry basket next to my desk. I was 25, unmoored and a little lonely, a junior reporter working remotely after following a boyfriend to Philadelphia.

Now, I had a blond Muppet co-worker. I patted her head as I wrote, stroked her floppy ears. Between calls, I carried her down four winding flights of row-house stairs for potty training.

One day, a car blasting hip-hop slowed next to me. I braced myself for the inevitable cat call. Instead:

“Cute dog!” the dude shouted, before flooring it.

It was 2010. Dave, by then my fiancé, was a medical student, on the cusp of the next step in his training. Tight on cash, we skipped puppy kindergarten. Franny was uncouth, a jumper, her affection and enthusiasm unable to be restricted to the horizontal position. Some Saturday nights we’d take her along to a dive bar called Dirty Franks, where she ate peanuts off the floor.

I couldn’t wait to marry Dave, though I also couldn’t wait to see what was going to happen to my own career, and the rest of my life. I had questions. While Dave traveled the country interviewing, I woke at 3 a.m. to take the puppy out, the two of us pacing the block in the dark.

Sweet Franny, who passed away in February, was witness to the first stretch of my adult life, a chapter the millennial generation is starting to close. We’ve edged toward 40, navigated the heartbreaks and joy of those years of building and growing. We’re all wondering what comes next.

Life in motion

Our 20s and 30s are all motion, a time when we swap addresses and partners, job titles and last names. We amass degrees, scars, babies, friends, wedding gifts, houses ( maybe ). There’s no formula, and many of us are doing things later . But it’s an era of change for everyone, of figuring out how to be an adult in the world.

My own busy years brought us to New York City, where Dave was assigned a hospital residency. Franny learned to use an elevator and board the commuter train for weekend trips. We moved to a series of progressively smaller apartments, downgrading her monogrammed L.L. Bean dog bed to a rectangular cushion that couldn’t quite accommodate her whole body. The first time she saw it, wedged into a corner, she looked at me as if to say, “You can’t possibly be serious.”

While Dave worked six-day weeks and the occasional 24-hour shift, Franny and I learned to love Manhattan. We grew to have the same hobbies, chief among them, walking everywhere. Franny’s leash was in my hand the night I circled Central Park with my best friend, tearfully confessing that I was scared my career wasn’t going anywhere at all, that I was no good at any of it.

A few weeks later, I was offered my first reporting job at The Wall Street Journal.

Dave and I started trying to have a baby. On the day I should have been 12 weeks pregnant, a routine ultrasound revealed I wasn’t any longer. We walked home through the January cold in a stupor.

Eventually, as the hours ticked past midnight, Dave went to bed. My best friend stopped texting. I couldn’t sleep. As I counted down the time until my procedure in the morning, it was Franny who stayed with me, head in my lap on the couch.

Learning to be a parent

New apartment, same fluffy head on my dwindling lap space, overtaken by belly. We had moved to Connecticut for Dave to start his first real job. I was 31. We were, apparently, going to have a baby. I couldn’t bring myself to upgrade to a place with a nursery until I was 33 weeks along. Franny, anxious too, barked as we set up the crib.

When the baby arrived, pink and healthy, Franny greeted him by licking his face. She stood watch over the baby swing and supervised his tummy-time sessions.

I was overjoyed, though I sometimes felt like too much was happening at once. Dave and I were trying to buy a house. Colleagues were encouraging me to think about the next step in my career. And suddenly I was a mother? Who could process all this?

“There’s a point in your life, around 30,” my mom told me, “where everything is supposed to be happening.”

Eventually, I found that struggling to have a baby had made me a more grounded parent, with a grateful heart. Maybe this was what grown-ups meant when they talked about gaining perspective.

We moved deeper into the suburbs and welcomed a daughter . I started working remotely again, feverishly writing a weekly column. One day, a man working on our house observed the pair of us: Franny lying under my desk as I wrote, traipsing through the background of my video calls.

“She’s your companion,” he said.

Saying goodbye

At 13, Franny was still occasionally jumping on people to greet them, a fact I was both embarrassed by and a little proud of.

At 38, I was tired, and longed for a break. I took a sabbatical , with time for long walks through the woods and ferrying Franny to the vet. She had some little, mysterious ailments popping up. Stomach problems. Skin irritations.

One morning, we woke to find a long-dormant tumor near Franny’s tail had burst. Even in the rush of a medical emergency, I didn’t quite get it. I was mad that the vet wasn’t mentioning treatment options. “Let’s make a plan!” I thought. It was Dave who took me aside and explained that there wasn’t anything to do.

It was time, he said.

I repeated “no” like an incantation. I told him I wasn’t ready.

Of course, it doesn’t much matter if you’re ready. We spent the next two days hand-feeding her slivers of salami and Goldfish crackers. The tumor kept her downstairs, so I laid with her on her towel-covered bed in the kitchen.

In the end, it was just me, Dave and Franny in a room at the vet’s office. It had started with the three of us, after all, driving home to that apartment in Philly. Dave behind the steering wheel of his parents’ minivan. Me holding this tiny puppy on my lap, excited and unsure and hopeful.

The vet administered the medication. We told her, over and over again, that we loved her. We held her paws and petted her soft little head and ears. It felt like the most adult thing I’d ever done. It was a Monday, my 39th birthday.

We all seemed to inhabit a different stage of grief. Dave jumped to the part that involves calling members of the Goldendoodle Association of North America, determined to fill the stillness in our house. My son, age 6, had fed her Doritos in her last hours and taped a handmade card above her bed. My daughter had simply clutched her bag of chips tighter and muttered, “I like my Doritos,” which creeped us all out, but then again, she was barely 5.

I cried, and ran , and cried while running. I couldn’t imagine taking a walk without Franny so I figured I would just…never take a walk again? My sadness felt necessary and uncomplicated. I had no regrets, just heartache.

We’re starting to think about getting a new puppy at the end of the year. Things will be different. I can already feel it in my children. The youngest starts kindergarten in the fall.

The next chapter will be sweet, I’m sure. The new puppy will be, too. But I will always miss those busy years of growing up alongside Franny.

Write to Rachel Feintzeig at Rachel.Feintzeig@wsj.com