If you're the world's most expensive player, it's bound to be something you think about. The extra added pressure of arriving at arguably the biggest club in football in a country where you don't speak the native tongue is then multiplied further by being the costliest of them all.
Surely it must enter your thought process at some stage. But if Gareth Bale does feel that way, he certainly doesn't show it.
The former Tottenham winger looks relaxed and calm. It's almost as if he was born to be in the Spanish capital. His enormous price tag is irrelevant to him; he is there to do his best and help the team.
It was a test of his mental strength to arrive at the Bernabeu not at full match fitness. Many first impressions are important to the watching public, as early mistakes can take twice as long to rectify.
His eagerness to prove his worth had to be toned down or he risked complicating matters further.
Carlo Ancelotti's early use of the Welshman was questionable and would have received more criticism had he picked up a long-term injury.
Bale's surprising start at El Madrigal may have been as much a political decision as it was for the benefit of the team. Clearly not fit but still able to make a significant contribution to his new club, he found the net to give himself the dream debut.
It was telling that he had to wait six weeks to appear in the first 11 again. However, that goal might just have alleviated some of the expectation, at least from the supporters.
Four substitute appearances gave him 108 minutes on the pitch, though it was his individual fitness program at the start of October that brought him back up to speed. Aerobic endurance, explosive strength training and physical stress management were all on the agenda.
In this period, Marca reported that the player had a lumbar disc hernia and would need surgery, a claim that was furiously denied by Madrid and Bale's agent Jonathan Barnett.
A trip to the Camp Nou would be his full return to the side, though his inclusion as a striker was both a bemusing experiment and a vote of confidence. It didn't work out for Bale or the team, but it was an hour on the road back to physical fitness.
"Irrelevant" was how El Mundo Deportivo described his match (via the Daily Mail). As the Spanish media invariably compared him to the goal-scoring Neymar, their English counterparts talked up a move to Manchester United.
All this nonsense would quickly disperse. Four days later, Bale scored twice and created another two in his full home debut. It was a "man of the match" display against Sevilla and proof that when up to speed, the winger would be devastating.
In his next six appearances, he lasted the 90 minutes on five occasions, whilst directly contributing to at least one goal in all those games. Bale grabbed himself a hat-trick and set up another. The run ceased at Real Valladolid.
Since the start of the new year, Bale has worked his way back to full fitness once more.
His spectacular free-kick against Real Betis at the weekend was an announcement that he was back and that he did have some say with Ronaldo over the set-piece pecking order.
With Ronaldo on the left-wing, Bale also plays inverted, occupying the right-hand side. He is beginning to develop a good understanding with his teammates, yet there is still a feeling they could find his runs more.
It has been an eventful six months and, despite the injury setbacks, Bale's time in Spain is so far a success. Eight goals and seven assists in 10 La Liga starts is a good return, with a further two strikes in the Champions League.
He still doesn't look at the peak of his powers, which is further testament to his skill and ability. With the majority of this planet's star performers heading to Brazil this summer, Wales not qualifying might just be a blessing in disguise for Gareth Bale.