Álvaro Arbeloa knew. “When they opened up that little ball and the piece of paper inside said “Liverpool”, I said: ‘Group B’. I knew we’d be drawn against them.” The Real Madrid defender smiles. “Well, I don’t know if I knew it or if I just really wanted it.” Either way, there it was: Real Madrid v Liverpool. The last time the two teams met was in March 2009 and Arbeloa was on the other side. Liverpool won 4-0. Now he is going back to Anfield, this time dressed in white.

He got lucky; Xabi Alonso did not. Moments after the draw, the phone rang. “It was Xabi and he was fuming. “Bloody hell, typical. How unlucky am I?’” The only consolation Arbeloa could offer was to tell Alonso he might get there with Bayern Munich. Alonso knows what he’s missing; others don’t yet. So Arbeloa has told them.

“I’ve told everyone this is an opportunity they shouldn’t miss,” he says. “They’re used to a stadium that holds 80,000, sure, but Anfield is la bomba, unique. It’s only 45,000 and they say: ‘Well … ’ and I say: ‘Well?’ Those 45,000 make the atmosphere very, very special. I’ve told them to enjoy it. I can imagine what Anfield will be like, how they’ll sing You’ll Never Walk Alone and cheer every corner or throw-in close to our area as if it’ll end in a goal – and I know it’ll feel like that to us.”

Arbeloa has not been back since he left in the summer of 2009, four months after that 4-0, and since then he has become a world and European champion with Spain, and won the Champions League with Madrid, helping them end a 12-year wait. He and they arrive as defending champions, the wait worth it. “I read an interview with Magic Johnson saying he and LeBron James, Kobe Bryant, and Michael Jordan had to go through shitty times before becoming champions; they had missed opportunities, too,” Arbeloa says. “I could relate to that.”

It is a Thursday afternoon at Madrid’s Valdebebas training base and the Spaniard is looking over his career, exactly 10 years since he made his debut for the club, a youth-teamer alongside the galácticos. “My first touch was a backheel flick to Zidane, right in front of the dugout. Straight away it was: ‘play it simple! Simple!’.” If that makes him laugh, so does his first Liverpool start after his move to England from Spain: a Champions League debut at the Camp Nou marking the man who, like Arbeloa, made his competitive debut on 16 October 2004: Lionel Messi.

“I remember it like it was yesterday,” he says. “I was training at Melwood and Rafa [Benítez] came over. ‘Left back’. Left? Marking Messi. I stood looking at him, waiting for him to start laughing. This has to be a joke but I saw he was deadly serious. I thought: ‘madre mía.’ The idea was that I’d be strong on my right when Messi came inside, so we went to Portugal [for a training camp] and I was left-back every day, preparing.

Arbeloa grins. “That was the famous golfing week … Rafa had given us a curfew: 1am or 2am. There was a lively dinner then me and [Javier] Mascherano sang some Spanish song on the karaoke. I can’t remember what, something so bad I wiped it from my memory. Anyway, the time came and us new players left. The others stayed and the golf club thing happened. I escaped. I heard about it the next day and couldn’t believe it but of course [Craig] Bellamy played well, scored, and celebrated with the golf stroke. [John Arne] Riise played well, too.”

As for Arbeloa, he stopped Messi. It was some start, particularly for a player who had never expected to join Liverpool at all. “One day my agent called me. ‘We’re going to Liverpool’,” he recalls. “I pretty much had to sit down. ‘What?’”

“I had a five year contract at Deportivo. For the first three years Madrid got half of any transfer fee and I thought: ‘There isn’t a hope in hell of me leaving here in the first three years.’ But they had financial problems and [selling me] meant paying others. It happened so quickly that I was in shock – there was no time to prepare and I was lost.”

“I remember in my first few days looking out of the window, the snow was coming down and I thought: ‘What have I got myself into?’,” Arbeloa says, signalling halfway up his shins. “It was up to here. Madre mía. I was only 23 and I’d never been away from home. Now I had a new country, a new language, a new league, a new team.”

A new manager too. “I’d mostly played at centre-back but Rafa saw me as a full-back and training was different. Rafa corrects you the whole time – and I mean the whole time. Even if it’s just a kickabout he’ll stop the game to correct you. He never stops correcting you, ever. It was a constant stream of instructions and I didn’t have time to think. One-on-one he would explain in Spanish but he always spoke to us in English in the group. If he heard us speaking in Spanish he’d give us a bollocking you wouldn’t believe. ‘English!’.”

“I was lucky, Mascherano came at the same time. They set us up with homes in Park Avenue and we were neighbours, together every day,” Arbeloa says. “But we were welcomed so well: better than it might be the other way round. If you brought an English manager to Spain and he brought in five English players, I’m not sure it would be the same. The pressure that surrounds clubs here is different.

“At Liverpool it helped that they already loved Rafa so much and Luis García, Pepe [Reina] and Xabi, who was practically an honorary Englishman. And Fernando [Torres] later came, too. It’s not like he was signing nobodies. Rafa opened the door; the fact he was doing well made Spaniards open our eyes to England.”

Arbeloa rates Benítez as one of the best coaches he has had, unique when it comes to analysis: more meticulous, more studious, than others. Arbeloa listened and followed, he did what he was asked not what he wanted, which is one of the reasons Benítez valued him and one of the reasons other coaches have. Yet there is a contradiction that Arbeloa wrestles with. He admits he is not yet sure what the answer is.

“A coach says something and you might think ‘that’s not the way I’d do it’ but you need to do it. You can’t just do what you want … well, unless you’re as good as Cristiano Ronaldo,” he laughs. “I’ve had very different coaches asking very different things and it is hard to say what the key is because they’ve all been successful. I don’t know what to think. I think the conclusion is that football’s about the players. Of course [José] Mourinho is fantastic, [Pep] Guardiola is fantastic but what would happen in a team that wasn’t as outstanding as the ones they had?”

“I suppose the key is for everyone to believe in what they’re doing and what the manager’s doing: that they’re united, professional, intense,” he continues, thumping his fist into his palm. “One player lets you down, fine, but two or three do and it comes crashing down, a house of cards. Football’s simple … but not that simple.”

Rafa’s way worked. Liverpool reached a second Champions League final in three years, losing 2-1 to Milan. Arbeloa played for two minutes: he came on in the 88th minute and Dirk Kuyt scored in the 89th but the hope was fleeting. “There were 10 minutes left when Rafa called me but the ball wouldn’t go out and when it finally did the fourth official had disappeared to look at I don’t know what. I had to wait another two. I was going to play 10 minutes but played two. Kuyt scored. ‘Come on!’. But there was no time. We didn’t win, even though we had a much better team than in Istanbul.”

That was not their only near miss. “People forget that we almost won the league [in 2008-09]. We didn’t win it because of sodding [Federico] Macheda. There were weeks where we kicked off before United and we’d board our flight home with them losing, only to get off the plane and find they’d come back. Again. At times we could touch the trophy but they always came back.”

That was the end. That summer, Benítez signed Glen Johnson. “You think: ‘We’ve nearly won the league and the first thing you do is buy a £20m right-back?’,” Arbeloa recalls. “I said: ‘Listen, thanks for everything.’ He couldn’t say I had to stay. He had a right-back and I had a call from Madrid. It was an incredible opportunity: Cristiano Ronaldo was going there, [Karim] Benzema, Kaká.”

Arbeloa departed having lost a European Cup final; in his first season at Madrid they were eliminated by Lyon and then lost three successive semi-finals. In May, at last, the décima arrived, their 10th European Cup – better even than the World Cup, Arbeloa says. In the meantime, Liverpool missed out on an opportunity of their own: in two decades, the league had never been closer, not even in 2009 when Macheda got in the way. Reward came with a return to the Champions League.

“I don’t think anyone expected it,” Arbeloa admits. “Liverpool played with a very attacking style and surprised us all. Luis Suárez had an incredible season scoring 31 goals and how many assists? They still have [Daniel] Sturridge and [Raheem] Sterling but Luis Suárez is Luis Suárez and you can still see the gap. [Brendan] Rodgers will have to find a way. I think he will.”

Arbeloa has watched them on TV; on Wednesday he will see Liverpool in the flesh. There are few of his team-mates left – “only Lucas, who I have the most contact with, Steven [Gerrard] and Martin Skrtel” – but when he walks in the surroundings will be familiar. Very different to the Bernabéu with its NBA-style lockers, giant player portraits and huge, state-of-the-art facilities. “You get changed at Anfield and you have one little hook for your shirt, your trousers, your jacket, everything” Arbeloa says, laughing. “There’s no space, especially in winter when you’re wearing a big coat. It’s very, very small. You’re squashed in but that’s the tradition and the values the club transmits. There’s no luxury and maybe that helps maintain the connection between players and supporters. It has its charm.

“Then you leave the dressing room and see ‘This is Anfield’. That sign’s the incarnation of a spirit, a way of preparing yourself as you head on to the pitch. I would reach up and touch it before every game – and I’ll do the same on Wednesday night.”