“I prefer to leave football before football leaves me,” David Villa said this week. Spain’s all-time top scorer once claimed he would play until he was 55 if he could. In the end he will make it to 38. For the past six seasons Villa has signed annual deals, delaying the inevitable, competitive as ever, but no more: he has announced his retirement. Over 19 years he has scored 390 goals and played 716 games; he has four left. Five, if Vissel Kobe reach the Japanese cup final. And then he will lead a new football club, founded in Queens, New York.

Villa has prepared for retirement. “There are things I couldn’t give time to before; I can now,” he said. “It’s going to be fun, that’s the most important thing.” He has things to do for sure. And that, the former player, coach and director Jorge Valdano tells the Observer, is vital. “If I gave one piece of advice to a player retiring tomorrow, I’d say: ‘When you wake up, have something to do,’” he says. “Something, anything. It doesn’t matter what. Anything that helps you feel useful. Because the worst thing is the void.”

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Some days Damian Duff would go and play, alone. “I feel a bit of a weirdo doing it [but] I went to the local Astropark for a little five-a-side, a kickabout on my own,” he told Graham Hunter’s Big Interview. “I’ll go and kick the ball against the wall for 10 minutes. Get my dose.” Zinedine Zidane said after retiring: “I miss the adrenaline but not the rest,” yet the advisory role he had was already starting to feel empty, which is why he coached.

Eric Cantona retired at 30. “I was young [enough] to return to play and I didn’t want to,” he says. “To avoid that temptation, I didn’t watch football for years. It’s like a drug and a dealer: if your dealer’s next to you, it’s harder. Sport is a drug. Your body misses the adrenaline. Physiologically it’s difficult to stop, then it becomes psychologically very difficult.” Is there another drug? “Yes, having another passion.”

For Cantona that was acting but it could not be as big as football – “an obsession” – and some never find anything else. “Some players, when they no longer play, feel they don’t exist,” he says.

It is not only football that leaves you; it is everything, a part of you. Valdano says: “Footballers never talk about the end of their careers, for the same reason human beings don’t talk about death: it frightens them.”

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Retirement from any job can provoke loss, a lack of identity. Elite sport exacerbates that, so complete is the dedication, and unlike many jobs football is one workers love – “you play a game for living, which is a way of prolonging your childhood‚” Valdano says – and which constructs a community perhaps no occupation can match. It is a world in which players do little for themselves, and one that ends early, with years ahead of them. For some it is sudden, a shock. Often they are unprepared.

It is said that sportspeople die twice, the first time on retirement. And that death is the harder, the Brazilian footballer Falcão once remarked, because it is the one you have to live with for the rest of your life.

“I was trying to process the fact that I was never going to play again and I couldn’t,” Clarke Carlisle explains in his documentary on mental health. “Because that was me, I was Clarke The Footballer. I couldn’t see the reason anybody would be proud of me. I’m going to take all these pills and kill myself because now without football they’re going to see me for what I am – and that was nothing. I sat on the bench, popped the pills and waited for it to happen. What a fucking idiot.”

Quite apart from the physical impact – a FifPro study found that 34% of former players over 40 have osteoarthritis – there is a mental issue. A 2018 State of Sport survey found half of former professional athletes have mental wellbeing concerns, retirement bringing a sense of “loss” and “regret”. “It’s not unusual for players to speak of feelings of mourning and grief,” said Simon Taylor from the Professional Players’ Federation.

Other research suggested that two fifths of footballers were bankrupt within five years and a third had divorced inside a year. “There can be a loss of material resources but perhaps hardest are the symbolic resources,” says Dr David Lavallee from Abertay University. “The stronger and more exclusive the identification with the role of footballer, the greater risk of retirement-related problems.”

FifPro has developed a health programme to help players adapt. The PFA has a 24-hour helpline and more than a hundred counsellors and a mental health action plan through which 438 players accessed therapy last year. The PFA welfare officer, Michael Bennett, a former player, says the stats can be shocking. “The perception is of a Premier League player with money, who shouldn’t have issues, but it’s a fallacy,” he says. “There’s a structure they lose and self-identity is the big issue. You leave the game and ask: ‘Who am I?’”

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Steve Nicol’s experience tentatively suggests emotional security in economic insecurity. He kept playing, went down the divisions, segued into coaching – because he had to. “I was lucky: I never really left a ‘dressing room’,” he says. Bennett adds: “That community element is big: the thing players always say they miss is team spirit. It’s like you live in a big house with others where you have everything, then one day they kick you out. You don’t know what to do. You’re afraid, alone.”

The shock can be dislocating; it is a whole new world out there, which they have never been prepared for. “The thing that can diminish the impact is to change the paradigm,” Valdano says. “Clubs need to prepare the footballer for retirement before he begins his career, and that means studies. But in football everything can wait except Sunday’s game.”

Bennett adds: “Some clubs are fantastic, some aren’t. At the PFA we run four transitional events each year, inviting players to participate. They write CVs, learn transferable skills, work with companies. Rather than retirement, as such, it’s transition [out of the game]: some transition at 16, 18, 21, 27, later. We do workshops at clubs with the U18s, the U23s and the senior squad. It’s called ‘take control’: it’s down to them, too. If you worked at Zara, would they look after you after they left? They wouldn’t. But football clubs are asked to do that. That’s what the PFA is for.”

Many clubs discreetly assist former footballers. Liverpool have a forum for former players and Spurs employ them throughout the club, guiding them into new lives and providing roles. There is an alma mater ethos at Spurs’ academy aimed at preparing players not only for football but for life after football, echoing Valdano’s idea.

At Madrid Valdano moved youth-teamers into a boarding school, keen to educate them for the “real world”. Now he is setting up an online university course. The first class addresses this issue, one that has long occupied his thoughts, encapsulated in his perception that there are two types of players the game cares too little for: future footballers and former footballers. He is calling the session The Day After. And that day is just the start; thousands more follow. “I’m a bit old for football but I’m young for life,” David Villa said.