Do you know who Adam Lallana is? To me, he seems extremely famous, but I guess he hasn't really crossed over. If you don't follow football, you may have only a passing familiarity with his name; if you do, you'll have come to know all about him in the past year, and may be hoping that his performances can be a bright spot of England's World Cup.

But if, like me, you follow Southampton, you'll feel you know him intimately – the scuttering, puppyish run, the incongruous bursts of temper, the charming weakness for a Cruyff turn. You'll have watched his rise with a sense of familial pride, and the mixture of smugness and deflation that comes with your favourite band's more accessible third album. You'll feel, absurdly, a version of love's built-in tragedy: the terrible certainty of loss that only grows with your affections. This is totally, totally ridiculous, but you feel it all the same.

A friend of mine met Adam Lallana last year. Knowing of my enthusiasm, she sweetly asked him for an autograph. The only thing to hand was a scrap torn out of a notebook, so that's what I got: a three-inch square of paper with a biro scribble. "Best wishes, Adam Lallana," it read. Who cares about autographs? Not me! I'm not an idiot! All the same, when she handed it over, I found myself taking care to hold it in the palm of my hand, lest I should accidentally tear it with my clumsy fingers.

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It's easy and gross to take football too seriously, and I've always tried to avoid it. But, in the past year or so, I've found myself getting too involved. I can still treat unjustified red cards and last-minute screamers with equanimity, or, at least, equanimity after a bit of a shout. But the team have come to mean too much. Last week, things came to a head. And with one World Cup looming and another falling into the most depressing sort of disrepute, everything good and bad about the game seems to have been compressed into a moment.

To explain what I mean, I should start by telling you where Southampton were five years ago: in administration, playing in the third tier of English football, and fast becoming difficult to like. With a few significant exceptions, our squad was assembled of mercenaries and no-hopers, and every week I would scan the team sheet and find another name I didn't know. Being crap was fine; no one fatally dissuaded by mediocrity would ever be a Southampton supporter in the first place. I didn't even mind being a laughing stock. But these guys didn't appear to care, had no history, wanted to be somewhere else. It was hard to identify with them. When the administrator warned that we might go bust, I started to imagine adopting a new team, a team nearer where I now live, with Champions League football and better chants. It didn't sound so bad.

Then we got bought by a billionaire. If only all life's problems were so easily fixed! As the money flowed in, the team got better, and we climbed back up the ranks at a vertiginous clip. Our erstwhile chief executive, the somewhat unhinged Nicola Cortese, stated his determination that we would win the Premier League, a fantasy that you couldn't help but turn over in your mind as we ascended ever higher. This season we finished eighth, playing football that drew tummy-tickling praise from pundits who had forgotten all about us.

Everything about this process has been deliriously fun, but best of all has been the rise of a core of players who have been there all along. Through it all, they have all seemed so decent: insulated from the Premier League's worst excesses by their experience of something less glamorous, determined, loyal to each other. And the heartbeat of the side, the man who has stood as a symbol of it all, is Rickie Lambert.

It's difficult, and a bit embarrassing, to describe how I feel about Rickie Lambert. People frequently use the phrase "Roy of the Rovers" to describe his story. This isn't because they are unimaginative but because his rise is so improbable as to be cartoonish. A devoted Liverpool fan, he was devastated by rejection from the club at the age of 15; released again by Blackpool, he spent a summer working in a beetroot factory before being signed by Macclesfield Town. He fiddled around in the lower divisions, his performances fine, but hardly indicative of submerged Premier League class.

Then, as we emerged from calamity, he signed for Southampton and something clicked. He dragged us to the Premier League with his goals, and kept scoring when he got there. At 31, he got called up by England, and scored on his debut. Then he got a place in the World Cup squad. In interviews he displays a sense of humility that few players who have not spent a bit of time in the beetroot factory can muster. Now 32, coming to the end of his career, every minute of that experience is etched on his weather-beaten face. Lethal as he still is, every time he scores, the smile on his face speaks of something irresistible because it is so rare: gratitude. He is, by miles, my favourite footballer.

That's what has made the most recent developments so bittersweet. Success has not been uncomplicated for Southampton: a team that has had the same nucleus for years may be on the verge of breaking up. Significant bids are coming in for our best players, and our manager, Mauricio Pochettino, has already been poached by Tottenham. It is hard to retain your sense of romance in the face of this. The vultures at the big clubs are circling as many as eight of our stars. The only one I can't resent is Rickie: 10 days ago, Liverpool made an offer of £4m for his services. We accepted and so did he.

As he left, he wrote the supporters a letter. "When I grew up, there was only one club I loved," it read. "I can honestly say now I have two clubs which will always be in my heart." Corny though it is, it's also the perfect final chapter, more perfect than you could ever have believed would really happen. The chance to see out his career at the club he fantasised about as a child, to seek final redemption for that terrible rebuff? Who could begrudge him that?

It's only this: as he scored a superb goal against Ecuador in England's warm-up match this week, I tried to think of him as Liverpool's Rickie Lambert, rather as you might delete an ex's number from your phone. And it occurred to me: I'm 30 now. Rickie Lambert was my last football hero who was born before me. I'm a little old – a lot old – to idolise these men when all they do, as football's detractors so drearily remind us, is kick a ball around a field. From here on in, the childishness is inescapable. One can't muster the same giddiness about the new tyro as you feel the first of the creaks that await him in a decade's time.

An eye on the bigger picture, anyway, is liable to shake even the most committed romantic. The allegations of corruption over Qatar's World Cup bid are more dismaying than similar claims in aerospace or politics precisely because football is so resilient, because it somehow clings on to an image of fairness and fierce competition in the face of so much evidence to the contrary. We know how loudly money talks but, again and again, we wilfully forget, and every reminder seems to carry scorn for our idealised faith, as well as greed. There is something sad and touching about this endless capacity for cognitive dissonance: the disgust at Qatar, and jubilant excitement about this year's tournament in Brazil. We won't win; we won't come close. It's still the most thrilling thing to be happening this year.

With Lambert gone, it looks as if Southampton will have two players in the England squad. They may well leave soon after, and that fantasy I sold myself of their loyalty being the same as mine will be dissolved. As the band breaks up, and I reach an age at which I really need to start forcing myself to know better, I wonder if I will ever invest as much in it again. Even writing this down is putting me off it, revealing it as the indulgence of a man-child who still doesn't make the bed.

It's just – we were so close to breaking in. If we could have held what we had, and supplemented it here and there, we might have changed from the little-club-that-could to the bigger-club-that-should. Instead, our assets look like being stripped, and football seems ready to reinforce its most inescapable lesson: that the world is composed of haves and have-nots, and that traffic between the two categories is like the American Dream – a convenient fiction that maintains the status quo, supported by the exemplification of a few bizarre exceptions but out of reach for everyone else. We are about to be put in our place. We were so close.

Adam Lallana, by the way, is one of those England players, probably on his way out of the door, probably also to Liverpool. His situation is the inverse of Lambert's, the hard-headed ambition of a man in his prime, not the completion of a sentimental journey. He has expressed his desire to leave, but stopped short of handing in a formal transfer request, presumably because it would jeopardise contractually mandated "loyalty" payments. Liverpool fans think we should let him follow his dream. With no rational basis, I think they can fuck off. Anyway, they will prevail. That's how it is, and will remain.

I still have his autograph, though. It's tucked inside a book in my living room. When I started thinking about this piece I became anxious that I hadn't seen it in a while, and checked to see if it was still there. I felt silly, and regretted feeling that way, since hasn't this game given me some of the most whoopingly joyful moments of my life? And isn't it, in spite of everything, worth our while to preserve our myths for as long as we can? To my enormous relief, I found it safely tucked in the centre pages. I read it one more time. Then I closed the book and put it away.

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