I wasn't going to answer my phone. My head was spinning at what was happening in my life. I was going to leave Newcastle United and join Manchester United for a record British transfer fee. At least I thought that was the plan, but I'd signed nothing.
"Andy, it's Alex Ferguson."
It was him all right. He told me to relax, not to worry and that he was looking forward to meeting me the following day at Old Trafford. He said he was happy I was about to join Manchester United as player.
There was a warmth in his voice. I was impressed as his team were about to play a match against Sheffield United.
I felt much better after that call and started to drive to Manchester soon after, ironically passing the team coach on the motorway as it returned from Sheffield. I looked across and thought, 'There's only one man on there who knows what's going to happen tomorrow.'
Mr Ferguson was waiting for me at Old Trafford, suited as always – except when he's at the training ground. He spoke to me like he had known me for years, talking about games I'd played and goals I'd scored.
He knew about my background, my family. He explained exactly how he saw me fitting into his team. It was flattering and all I could think about was signing. I wanted it to happen so much, but first there was a really long medical – they even checked my toenails.
It was a great day for me when I signed, a really great day. The man I would refer to as "the gaffer" from then on would see me in training the next morning.
Alex Ferguson got more out of me than any other manager. I don't mean that to be disrespectful to the other managers I played under, but he really got the extra 20 per cent from all of his players. He did that by getting to know his players so well, by understanding that everyone's personality is different. And because he was utterly driven.
Many times, I went into the dressing room at half time and he would start raging at me. He called me every name under the sun and implied that if there was a worst footballer than me on the planet, he had yet to see him.
I would sit there quietly fuming. I despised him in those moments and I went back out onto the pitch determined to prove to him that he knew nothing. I wanted to score goals more than anything else in the world in such moments. And I usually did.
I would return to the dressing room ready for another confrontation, but he'd be smiling at me and patting me on the back.
At other clubs, such behaviour could have caused issues. Dressing rooms would be divided, players would try to undermine the manager if they didn't like his tactics or personality.
At United, any player doing that would look foolish because the gaffer was already a great. He made you really want to please him and prove him wrong all the time. And he didn't let his anger fester.
After one game against Chelsea, he went absolutely crazy at me. I'd been through on goal in a huge match and missed a chance to make it 4-2. It finished 3-3.
In the privacy of the dressing room, he absolutely slaughtered me. The word "greedy" was repeated. I gave as good as I got. I had played well. We hadn't won, but I stuck up for myself.
I was so livid that it didn't bother me if I never spoke to him again, but I was going to prove him wrong.
I kept my head down in training and worked hard. The next match was PSV Eindhoven away in the Champions League.
I wasn't picked. I walked out of their tunnel and kept hearing someone shouting, 'Cole, you greedy so and so'. The voice wouldn't go away. I was livid, but couldn't see who was having a go at me. Then I saw a little laughing head pop out from behind a pillar. The gaffer. The ice had been broken, the feud over.
The gaffer is a great man. He helped me in so many ways. If I had family problems he helped, when I stopped playing he helped by making me feel welcome at Old Trafford and encouraging me to do my coaching badges.
He is the same with every former player, even if they were only reserve players.
United will miss him, football too, but I respect his decision and look forward to seeing him about, undoubtedly football's greatest ever manager.
And finally, someone else will be able to win one of the quizzes which he holds among players and staff on European away trips, the quizzes he is fuming about if he doesn't win. The man's a winner, whatever he does.
Andrew Cole's column is written with the assistance of European football correspondent Andy Mitten.
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