The Real Madrid defender on his love for Liverpool, standing naked in front of the queen and whether Leo Messi could cut it on a cold night in Stoke

So, Alvaro, Real Madrid-Spurs … Yes. Normally, you all watch the draw together but we trained in the afternoon that day so I was at home alone. You sit there and wait and wait … and when they've opened the ball and they're there with the piece of paper in their hand and smiling, you're thinking: "Turn it round, will you?" I really wanted an English team, so I was delighted. I have great memories of my time there – the atmosphere is unbeatable. I sent messages to Xabi [Alonso], to [Raúl] Albiol, to Sergio [Ramos], excited. Spurs knocked out Milan and will be dangerous but everyone's happy. If we play well, we're probably favourites. Playing the return leg there is hard, though.

Does Spurs' success surprise you? Not entirely. While I was in England they started to make some good signings and spend good money on players. People thought it would be Spurs' year and maybe it didn't quite happen; they never took that step up. Now they have. They're very quick with [Gareth] Bale and [Aaron] Lennon and I like Rafa van der Vaart and [Luka] Modric. And [Peter] Crouch of course.

Harry Redknapp once said he had to find a place for Modric because he was a t'riffic player but that as a central midfielder he might get bullied out of the game. Is England really that much harder? Physically, yes, it can be. You want to play but if your opponents want to play at something else it's very difficult. It's not just a case of playing the way you want to play but the way you can play. You go to grounds like Stoke and you can't impose your football. It's very physical, very direct. It's long ball … long ball … and it never comes down. You can't control or play.

So, it's true? Leo Messi couldn't do it on a cold, wet night at the Britannia? Hahaha, well, Messi probably could! Maybe he's the only one that can. But it is true that it's hard. There have been so many players who have come from other leagues, very technical players, who have struggled to settle in England.

Speaking of Messi, you're one of the few players that has stopped him. Should other teams copy what you did? Well, he's totally different now. He is not playing as wide, he has greater freedom of movement: he goes left and right, through the middle. I did pretty much a man-marking job on him: I just stuck by him all the time. It worked well. I was so happy with the two games I played against him.

When you follow a player everywhere, do you end up striking up conversation? Ha, Messi didn't. He is very quiet, he doesn't say a word. In two games he didn't say a thing. I'm not the kind of player – like some – that tries to wind them up by saying things. Quite honestly, I have to be so concentrated that I can't let my attention be diverted by talking.

You could face Messi in the next round. After Spurs, you've got Barcelona. Why do they draw all the way through? I like knowing the road to the final. It's good to know what's waiting for you: you're ready. With Barcelona this isn't the case because we know them so well but if it was another team, a foreign one, knowing in advance who you'll get next means you can start watching them early. Anyway, I don't want to have to sit through another draw! The 5-0 [loss to Barcelona] earlier in the season really hurt but I think we're ready now and there could be four clásicos in three weeks with the league, the Cup final and potentially two Champions League ties …

Please don't say that … Haha, I know! But I hope there is. That means we've got through.

But first you have to get past White Hart Lane, of course ... Fans don't actually play but in England it's as if they do. It can be hard to face that. In England the atmosphere is greater than in Spain; the fans support you and carry the team from the first minute. We have to make sure we don't suffer there. It's special, magic, for Spurs fans. England is different.

England seems to have made a real impact on you … Yes, a hell of an impact. When you get to April and May and you don't see the sun, ¡madre mía! But I loved it and the football is everything. England helped me grow and made me a better player. I love the way fans live their football there, with such intensity. I know it's a cliche but it's true: everyone who goes to play there loves it. It was a wonderful experience and I would recommend it to everyone.

Then why did you leave? We didn't reach an agreement to renew my contract at Liverpool, and then Madrid showed an interest. At the same time, Liverpool paid £17m for [Glen] Johnson. White and in a bottle, as we say. It was obvious. They'd signed a full- back, we hadn't reached a deal, Madrid were interested. There was no other outcome. If Liverpool hadn't signed Johnson I'm sure I would have stayed there.

You're extremely popular among Liverpool fans still … Much more than I deserve, much more than I earned. I look at Xabi Alonso: he was there for five years, he was a reference for the team, the focal point. In that last year, he was Liverpool's best player. When he was out the team missed him more than they missed [Steven] Gerrard or [Fernando] Torres; he was the centre of gravity. It's normal for him to be so loved by the fans. But for them to have so much affection for me … [shrugs, blows out his cheeks]. I was only here for two and a half years. I appreciate it so much.

You and Xabi Alonso left and are still admired. Fernando Torres's situation could hardly be more different … It's hard to make fans understand certain things – especially in the case of the Liverpool fans, who are so passionate. Maybe if instead of going to Chelsea he had gone to, say, Inter, the fans might not have reacted in the same way. I don't know, but maybe not. Sometimes, you have to take into account the way the club sells [the story] of a player's departure. It depends on lots of factors. I've spoken to Fer and he is hurt by the way it happened: in truth, it wasn't done the best way.

You sound saddened by it. I am. El Niño was perfect from the start, he connected so well with the fans, they loved him so much, he loved them so much … it's such a pity. It happened with Atlético too: when he reached the point that he felt there was no other option he said: "I've just got to go." At Liverpool, great players were leaving, the replacements were not what people hoped for, the project didn't look so attractive … That's what made him leave his heart to one side and take the decision …

If Liverpool had the money would you all still be there? Liverpool is a spectacular club to play for: it has everything. But maybe it lacks that economic muscle to fight with the biggest clubs. It has such a great history – they deserve to be back up there …

How is your scouse? Uf! That was hard. Carra and Stevie, wow. In the end, though, you pick it up: that's one of the other great things about going abroad. And now when we talk to Lass [Diarra] at Madrid, me and Xabi talk in Scouse … la! I loved Liverpool. London too: whenever I got a few days off, I'd go down there. Mind you, I said to Fernando you must be loving it in London and he just said: mucho tráfico, muuucho tráfico. He had to get out the city, haha!

Now for something completely different: what's it like standing naked before the queen? Hahaha! In Spain we have reached a point of such familiarity with the royals that it no longer matters; the protocol has broken down. We have affection for them and they have affection for us. That image in the dressing room after the World Cup final with Carles Puyol in just a towel saying hello to the queen … haha! Maybe the distance that should separate us from the royal family isn't there any more and some people can't believe it when they see it.

Do you realise what you have done? England won the World Cup 44 years ago and we're still talking about it … Yeah, true. I think the most important thing about this team was not just winning the World Cup but laying a path to follow in the future. This is the way we have to proceed. What we needed was the style, an identity: How are we going to play? What kind of players do we need? And of course the Barcelona influence is important: Xavi, [Andrés] Iniesta, [Sergio] Busquets … half the team is Barcelona. Their approach has proven contagious. Our identity is very clear and we're following that. So, hopefully this won't be the only World Cup they're talking about in 44 years' time.

Right, that's enough of that. Paella or fish and chips? Paella. Paella. No doubt. Fish and chips? I'm sorry but I just don't see it … And those breakfasts you have! The food is probably the thing you notice most: I took loads of food from Spain: I didn't have a big jamón leg in the kitchen but I did bring it over in vacuum packs.

Kylie or Britney? Britney … I think.

Who'd win a fight between a lion and a tiger? The lion. He's the king of the jungle.

Everyone says that. Now, what was the last book you read? I'm reading a saga which they're going to make into a series on HBO, I think. A Song of Ice and Fire. It's a series of books and I'm on the third one.

You're a bit of a series fan ... I think we all are; we're all hooked. You'd think we were stupid but you can't help it. My favourite was probably The Sopranos. As well as being a great series the ending is brilliant. I'm not going to say anything in case you haven't seen it, but it was brilliant – and that contrasts with others. I didn't like the way Lost went, the same goes for Prison Break … Heroes, I didn't like. I haven't seen The Wire but people have told me to watch that.

Did you watch any English TV? Not much but there was this football programme on Saturday mornings, where they would do tricks with the ball, try to hit the bar from the half-way line, it was funny …

Soccer AM? That's the one.

What was the last film you saw? Torrente 4 … but no one will have heard of that in England.

You only watched that because Cesc [Fábregas] was in it … Hey, I was in it too! With Sergio Ramos and [Gonzalo] Higuaín. We just played football; they didn't give us any lines. I'm a big cinema fan: it was a shame that in England I couldn't watch it because of the language. My English wasn't quite good enough without subtitles.

Did you ever watch Room 101? Eh?

Small Talk embarks on yet another inadequate explanation of the concept. So, what would you put in there? Fifa and Uefa have so much power and you so rarely hear the players' voice in that. They don't listen and they can't accept criticism. If you say anything, you get a fine or a ban. Sometimes you feel like they have too much power but refuse to listen, so in they go … You look at the interests there – in choosing who hosts the World Cup for example – and, well, maybe it's better I don't say anything but it's true. It's not good to be in a situation where you can't even criticise things for fear of reprisals.

And what about the Spanish league? Three days before this weekend's games we didn't know whether you were playing and, if so, when … That's another one. I said it the other day and people attacked me for it. But how can that be in a country like Spain? That's another thing I miss about England: it was so well organised.

What was the last CD you bought? I don't, I download them. Danza Kuduro, I think. It's Spanish-Portuguese. I'm not a huge music fan really.

Who is? Small Talk hears that Sergio Ramos is the flamenco-loving master of the pre-game stereo ... Not any more. When he is with us, he's not allowed to put flamenco on – we've banned him. The other pain in the arse is Marcelo. I think even Sergio is better than him. I'm stuck between the devil and deep blue sea. You've got to choose between two terrible options. And if you try to put your iPod on they kill you, hahaha! But flamenco? Uh-uh. Banned.