Arsène was a one-off manager for me. Such a clever man with such a knack at understanding people. But he could also be a walking disaster. He would do something accidentally every day. A typical example was when we were all doing a stretching exercise. One of the relaxation methods we used was to lie on our backs and raise our legs up against the wall, leaning them like that for a couple of minutes or so. Completely silent. Arsène used to do everything with us. On one occasion we were in this large room in a hotel and he put his legs up against a partition wall rather than a solid one. He went straight through it. He just rolled over and went into the other part of the room. We were supposed to be being serious and calm but it was impossible not to laugh. Arsène came back in and we had to try to be quiet but out of the corner of your eye you could see people sniggering.

I used to call him Inspector Clouseau. He’d fall over the nets, get tangled up, couldn’t get the balls out. I used to love Peter Sellers, I used to watch all the Pink Panther films when I was younger and Clouseau was my favourite character. Wenger shared some of those foibles, so I couldn’t resist choosing that nickname.

We used to bring all the Pink Panther box sets and videos with us when we were on the coach to games. The English lads at the back are laughing and all the French lads are like: “What is this?” But Arsène would be laughing too, he used to love it. It so happened we were watching one on the way to Selhurst Park, with the infamous accent as Clouseau describes a bomb as a “beum”.

Facebook Twitter Pinterest The Romford Pelé: It’s Only Ray Parlour’s Autobiography. Photograph: Century, Penguin Random House

We were playing Wimbledon at Selhurst, where they were renting at the time, in Arsène’s first full season in 1997-98. A few seconds after the second half started, with the game still at 0-0 and us looking the better side, the lights went out. Floodlight failure apparently. Arsène was late out of the dressing room at half-time, he’d gone to the toilet. We had gone out to play and the lights were out and we came back into the dressing room before he was out. I sat down next to Tony Adams and Arsène comes out of the toilet to see us all sitting there. “What is this?” he says. “What is going on?”

In my best Inspector Clouseau accent I said: “There’s a beum in the stand.” I thought he didn’t hear me. Tony looked at me and whispered: “You idiot. What did you say that for?”

Arsène looked round. “What did you say Ray?” I just had to make something up. “We should be winning this game,” I blurted out.

If I was at a crossroads when Arsène arrived, then the timing was perfect to ensure I went in the right direction. It was a time where a lot of things came together. The influence of the manager, new continental players arriving, Tony stopping drinking, not going out so much.

Arsène’s ways helped me to change as a footballer and a person. He is a very genuine man. He didn’t want to hold anyone back. Go out and play. You had to be organised and know what you were doing, but he did want you to express yourself, without worrying about mistakes. He stressed how he wanted us to be positive and trust our own ability. He was an extraordinary character. I loved him to bits.

It has been well documented that Arsène introduced a lot of changes about diet and how we were refuelling. I didn’t mind vegetables and all that, so I liked it. I didn’t eat chocolate anyway, but Nigel Winterburn and some of the others wanted their treats. They’d still get chocolate and put it in their bag. Those guys were 30 years old. It’s harder to change your habits when you’re that age.

But we were coming out of a different era. We had an eating competition once on the way back from Newcastle. It was a six-hour journey so we were like: “What should we do today? Let’s have an eating contest.” No reason, really, it was just something to do. We must have had about eight dinners. Bouldy [Steve Bould] won by a mile: he had nine. In the end we had to stop, a few of the players were being sick outside the coach. But under Arsène those days were becoming history.

We grew into a super team. One of Arsène’s great strengths in those early days was the quality of player he recruited. After winning the first double in 1998 we might have lost Nicolas Anelka, Marc Overmars and Emmanuel Petit but the brilliance of Arsène is he found a way to get people of the calibre of Thierry Henry, Robert Pires and Edu to take on those roles.

Facebook Twitter Pinterest Arsène Wenger applauds Ray Parlour and Robert Pires after a win at Internazionale in 2003. The manager was a ‘clever man’ but ‘could also be a walking disaster’, according to Parlour. Photograph: Reuters

Thierry had worked with Arsène before at Monaco when he was a young player so obviously the boss knew all about him. When he first turned up, though, Thierry struggled. All the lads were saying: “We can’t win the league. We need a proper goalscorer.” But once he scored his first goal his attitude completely changed. All the confidence and belief took over. He was such an incredible athlete, with a fantastic stride, and so skilful.

I used to sit next to him a lot, as in the dressing room we would sit according to squad number. He was 14 and I was 15. We would be next to each other at the training ground every day while we got changed. He was quiet as a mouse to start with. I used to call him Terry. He used to look back at me, I wasn’t sure what he thought of that to start with. Once he settled in we used to muck about a lot. I taught him a bit of London slang. He loved imitating it. Dog and bone, phone, and all that.

I remember once he scored a goal against Manchester City which went in off the post in a game we won and I was man of the match, so we were both asked to do the post-match interview in the halfway house, the little room midway along the tunnel at Highbury. On the way I said to him: “Thierry, this is the perfect time to say: ‘I hit the ball and had a bit of luck off the beans on toast.’” He said it live on TV. They asked him about his goal and there it was: “Yes, I hit it well but I had some luck because the ball came off the beans on toast.” He started laughing. He looked at me and said: “Ray told me to say that.” He loved our jokes.

There was such a great team spirit then. No bickering and picking on each other. People often used to ask what the camaraderie was like, assuming with the mix of French and English and Dutch and African and all sorts that it might not work or that there would be cliques. But it was brilliant. Everybody respected where everyone else came from and the most important instinct was that we were all a team together.

Thierry took me to Nike Town once. I was happy to go along. I was after a couple of golf clubs. Tiger Woods was sponsored by Nike and they had some great gear. When we got there, they had roped it all off. Thierry Henry was coming so they closed this massive store. He was with his mum and I was with my missus, Jo. We walked in and he told us to go around and pick out some stuff. Anything we want. Thanks, Thierry!

I had a trolley, the sort of thing you get at the supermarket, and we were filling it up with trainers and jackets, jumpers, golf clubs sticking out. In the end I had so much in my trolley I felt like a rag and bone man. Every gap had something in it. My missus said: “Are you sure about this, Ray?” We were with Thierry, no problem.

As we got to the reception area, there was Thierry and his mum with one pair of trainers each. That was it. My trolley was overflowing with gear. The man from Nike packed it all in my car and I thought: “This is unbelievable, about £3,000’s worth of Nike gear. What a service!” As I drove past Thierry’s car I wound the window down and said: “Thierry, what are you doing next week?” “I’m not coming here with you!”

Facebook Twitter Pinterest Igors Stepanovs, battling here with Sunderland’s Kevin Phillips in December 2000, ‘was a yard behind us on the pitch,’ according to Ray Parlour: ‘It was like taking my brother to training.’ Photograph: Shaun Botterill/Allsport

Arsène was so clever at identifying great players to come in. But there were one or two gambles that didn’t quite come off. In the summer of 2000 a player turned up on trial at our pre-season tour. He was a tall centre-half. Now, Martin Keown was always worried about people coming in to steal his position. If we had a centre-half on trial, Martin would say he was useless. This big guy from Latvia, Igors Stepanovs, turned up. He was a unit, but seriously, he was not up to standard.

A few of us were on the bench watching as he played in this trial game. Stepanovs is out there and every single pass he made, the boys started applauding, just because we knew Martin would be getting a bit steamed up by it. Dennis Bergkamp was sitting behind Arsène and kept doling out these compliments about this defender. “Great header! Unbelievable tackle!” Igors kicked this one ball 20 yards away from where it was meant to go but it still went to one of our players so we all stood up clapping. Martin’s muttering: “He’s not that good.” He started to point out where he missed a tackle or a header.

That night we went for dinner and laughed about it as we were only trying to wind Martin up. We all knew Igors was nowhere near the standards set by Tony Adams, Martin and Bouldy. But Martin is such an easy target because he bites. Once someone bites it’s too tempting. Dennis seldom missed a trick because Martin would kick him every day in training. He always came out with a blinder to explain it to Dennis: “I’m just getting you ready for what you are going to face in the match.” Martin was a great player, a great character, a great winner. I think we all cared so deeply.

When we got back to the training ground at London Colney a week later we had a surprise though. Igors was sitting there. I said: “What are you doing here?” “They signed me. Four-year contract.”

Incredible. Arsène didn’t know we were just trying to tease Martin. He just kept listening to us heaping praise on this player. And if Dennis Bergkamp stands up and says: “What a player,” Arsène would be entitled to take a bit of notice. I suppose it looked like a bargain at around £1m. No disrespect to anyone from the lower leagues but Igors was a yard behind us on the pitch, it was like taking my brother to training.

The next thing we know we’ve got the biggest injury crisis we’ve ever had at centre-half. And the only fit centre-half we’ve got is Igors and who are we playing at the weekend? Man United at Old Trafford. Going into the game our back four looked a bit dicey really. Oleg Luzhny, Gilles Grimandi, Igors and Ashley Cole, who had to go off at half-time.

Dwight Yorke ran us ragged. Seriously, it was humiliating. They scored the first goal and we managed to equalise. We thought: “OK, we’ll take that.” And then all of a sudden the goals started pouring in and we were 5-1 down by half-time. There is a massive walk to the tunnel at Old Trafford and you could see Arsène was fuming. He hardly every swore or shouted but he did that day. I remember doing the long walk to the tunnel alongside Dwight Yorke and he asked: “Where the hell did you get that centre-half from?” “Look, it’s a long story …”

We sat down in the dressing room and it could’ve been 9-1 as David Seaman actually had a blinder in goal. Arsène started letting off and he’s not a swearer, it just doesn’t suit him, and I’m really desperate to laugh. I’m making no eye contact and I could see Pat Rice in my peripheral vision sending me a look that said: “Don’t laugh. Whatever you do. Do. Not. Laugh.” Arsène was going mad. And that was the only time, in the eight years I played under him, he went crazy at half-time. He was always focused on being calm, recovering and keeping concentrated on what we needed to do. We lost 6-1 and poor Igors barely played again.

Facebook Twitter Pinterest Dennis Bergkamp transformed Arsenal with his professionalism, says Ray Parlour. The Dutchman’s refusal to fly also made him the target of wind-ups. Photograph: Tom Jenkins/The Guardian

Having played in the three title-winning teams in the early Wenger years – 1998, 2002 and 2004 – it’s almost impossible to say which was the best team. If I absolutely had to pick one to play one last game with, the 1998 team maybe edges it for me personally. Don’t get me wrong, to go unbeaten is mind-blowing, and I know we didn’t have Thierry Henry back in 98, but what makes it special it was Arsène’s first full season. Nobody expected a foreign coach to come into Arsenal and turn it around like he did. We hadn’t won the league for seven years at that point, and the club was drifting, maybe even going backwards, so for that reason, with a small and fantastic squad, it was exceptional.

The other question that is almost as hard is when people ask who is the crème de la crème of Arsenal players, the best ever? The favourites are Dennis Bergkamp and Thierry Henry, but who to pick? It’s too hard. It’s a toss of a coin.

Thierry is a great lad and very intelligent, which is why I think he can make a manager one day. He is not short of opinions. There was a spell when he was unmarkable. The only thing Dennis did differently for me is he transformed the nature of the club with his professionalism. Of course, Dennis was also special to play with. He could read your mind.

Dennis’s fear of flying is something that had an impact on his career. There were games he couldn’t attend and when he was our best player that was difficult at times, for him as well as the rest of us. It became a bit of a joke really. I was always going on about The A-Team, saying: “Give him an injection, throw him on the plane!” In the end we flew everywhere north of Watford, so it was too easy an opportunity to wind him up. Manchester, Newcastle, Stoke – we would fly. On the way home after a game we would get on the coach and have our dinner on the way back to the airport. Then once we got off for the plane Dennis would carry on by himself on the coach. After half an hour or 40 minutes we’d landed at Luton and used to ring him knowing full well what the M1 is like. “How are you getting on Dennis?”

“I’m near Doncaster.”

“Ah well, I’m just getting home now.”

It was an easy wind-up but he didn’t care. He just said he wasn’t getting on a plane and he stuck to it. It was a terrible phobia. I was amazed he didn’t get help, though. In the end it was a clause in his contract so there was no debate. In all seriousness we respected it. If someone has a fear that is so deep, what can you do? He was a player that was so good for us we accepted it.

I still want Arsène to be successful. It meant a lot to see him win those two FA Cups in 2014 and 2015 and get back to winning ways. Nobody deserves to win the league one more time more than him. The club have stuck by him and he has stuck by them and that is so unusual in the modern game. Moving from Highbury to the Emirates, the new training ground, whoever takes over from Arsène owes him a lot. What he has achieved he can walk away a proud man.

If some people didn’t rate me that highly I don’t mind that. The most important person to rate you is the manager, and luckily enough someone as high class as Arsène Wenger really rated me for the best part of a decade.

I always say: you can’t win the league with 10 Thierry Henrys or 10 Tony Adams. You have to have the mixture, the blend of qualities. Probably my best attribute is I never knew when I was beaten. I gave every ounce every game. That gave me a buzz. You know full well if you played well or not when you walk off the pitch. You should never walk off thinking: “I should have done a bit more today.” You have good and bad games but I believe in every one I gave my all.

The Romford Pele: It’s Only Ray Parlour’s Autobiography is available now in hardback £16.99 and ebook, published by Century, Penguin Random House