I was in Abu Dhabi on Sunday when I found out Gary Speed had died. I was stunned.
My first reaction was that it was a hoax. Then a cold shiver ran through me. It was only two months ago when Gary came over to me, smiling.
We were both at Derby County to play a game to raise money for John Hartson's cancer foundation. It was a team of former England players against former Welsh players. We would be on opposite sides.
"Coley," Speed said. "Don't be tackling like you did in Barbados."
I had to smile and hold my hands up. I had been away with him to participate in a veterans' tournament in June and I took it all a bit seriously. Some of the lads wanted to have a break and a kick about, I was the captain of a Manchester United team and wanted to win it, which we did.
And I smiled at the cheek of Speed telling me to go easy in tackles. This was the man, after all, who caught Roy Keane with a late tackle two minutes into the 1999 FA Cup final.
It was so outrageous that it did the ligaments in Roy's good ankle and he had to leave the field.
"Poor Speed," I thought. "You do not do that to Roy. He will get you back."
Keane was snapping about him after the game so much that it was funny. Keane and Speed had some great battles, but they respected each other.
I liked Speed. People in football did. I rated him very highly as a player. He was great at set pieces, boasted a lovely left foot and would arrive in the box late from midfield and score goals. He could leave his foot in like he did with Keane, but if someone left their foot in on him he would get on with things.
He was an honest player. More than anything, he had a magnificent leap. I heard many rival managers say: "Watch Speed in the air. He's not the tallest but don't let that fool you."
I also respected him as a person.
He was a great professional who was doing very well in management.
He carried himself with dignity and seemed to have it all - the regard of his peers, a wonderful family, good looks and he was financially set for life.
There were never any question marks about Gary Speed. Now there are plenty, with so much speculation about why he committed suicide.
I have been speaking with many people in football, and they and I don't have the slightest inkling.
There were no hints that he was in any kind of trouble, nothing. I have been alone in a hotel all week and thought a lot about why he would want to hang himself.
This was not someone taking an overdose hoping that he would be found; this is someone who wanted to end his life.
I just can't get my head around why Speed took his life. He was still in the game and doing really well as the Wales manager. His life was perfect to outsiders, but obviously not to him.
Some personalities struggle to handle it when the adulation and money stops. I have seen it in others. The adulation thing has never been an issue for me, I genuinely enjoyed playing football and feel thankful for the career I had.
I have now moved on and enjoy the life I have, but I would be lying if I said that about all my former teammates. Some have found it very difficult to cope after they stopped playing, and people cannot understand why because they think that players are wealthy and that money is the solution to everything.
I am lucky to have money and to have been able to enjoy it. I also appreciate it because I didn't have any growing up, but wealthy people have problems like anyone else.
Money makes life easier, but it does not allow you to waive your personal problems and it is not the solution to everything.
I admire Stan Collymore, the former Liverpool and Aston Villa forward, greatly for talking publicly about his depression. Mental distress of any degree is seen as a weakness in football, but the more people who come out and talk about mental illness, then less stigma will be attached to it.
I got a text from a close friend the other day that read: "Do me a favour. Will you promise me that if you ever feel down about anything, you will come and talk to me?"
And I think I would. I would also like to think that I could speak to my wife and family if I was ever feeling desperate.
What a great sadness that Speed didn't do the same before it was too late.
Andrew Cole's column is written with the assistance of European football correspondent Andy Mitten