César Azpilicueta stood up and took a deep breath, alone before the world. Well, the Chelsea squad anyway. It was the night before the European Super Cup final in Monaco in August and he had just arrived from Olympique Marseille, a virtual unknown with an impossible name. Like all new players, he had to face an initiation ceremony: sing. Others took simple options. Juan Mata sang the Macarena, the obvious Spanish choice everyone knows, Oriol Romeu and Romelu Lukaku hammering out the beat. Azpilicueta went for "La Raja de Tu Falda" by Estopa.

No backing group for him, no catchy simplicity either, and while there were comedy lyrics they weren't to know that. The song tells how the narrator crashes his Ford Escort into a Seat Panda because he's busy staring at the girl at the bus stop with the sexy slit up the side of her skirt and the lollipop placed suggestively between her lips. "Some of them danced," Azpilicueta laughs, dimples appearing in his cheeks. "But they had no idea what the song was about and they didn't understand a word."

That might not have been a bad thing and nor was it the only thing they didn't grasp, at least in those early days. Team-mates joke that he speaks English with a French accent after his spell in Ligue 1. And as for Azpilicueta – Ath-pihlee-kweh-ta – forget it: they've turned Trigger, calling him Dave instead. "César's not even that hard," he grins. "But I suppose Azpilicueta is. Some said my name was too difficult to pronounce and could they call me Dave. It's stuck. It's also done affectionately."

At first Dave had no idea what they were talking about, although he has been introduced to Only Fools and Horses now, but in its catch-all anonymity there was something appropriate about it. Eleven letters long it may be, but Azpilicueta was not a big name when he signed for £7m. Nor did he have any delusions of grandeur. There is a natural confidence about him, a spark, but it is worn lightly. There is nothing flash, no swagger.

When he arrived, he moved to Cobham with his girlfriend and two dogs, one Labrador, one sausage dog, away from the city. When he does come to town he calls Mata: "He's like a London tour guide; I say 'Juan, I want to go out and eat' and he knows just the place." The good thing about London is that amid so many people he can pass almost unnoticed. After his previous destination it is a release. "Marseille was mad," he says. Tough too.

The torn knee ligament suffered in November 2010 is often at the forefront of his mind; it has changed him. "People see the nice side of the game, but behind it all there is a sacrifice that they don't see, the pressure, the repercussion, the way that impinges on your life. There are hard moments, too, like the injury," he says. "But then again, through that I started to train harder, to prepare better and that probably prepared me better for English football. After the rehabilitation, I found I felt much stronger: now I follow the same plan. Emotionally it is hard too but I had really good people around me and they helped me to increase my capacity for sacrifice, suffering."

Azpilicueta began his career at Osasuna in Pamplona – "I've never run with the bulls. I prefer to watch from the safety of a balcony," he smiles: "Imagine it on Fulham Road" – before gaining Champions League experience in France, reaching a quarter-final against Bayern Munich. When he signed for Chelsea most saw him, at least in the short term, as a squad player, back up for Branislav Ivanovic. Instead, he has made a claim to be first-choice right-back, starting 17 Premier League games.

In each of Chelsea's last three defeats, against Steaua Bucharest, Newcastle and Manchester City, he was missing and it does not feel entirely coincidental. As Chelsea embark upon a vital week that includes Southampton in the Premier League on Saturday, Manchester United in the FA Cup on Monday and Rubin Kazan in the Europa League on Thursday, he will play. He has become a Spain international for the first time too, starting against Uruguay last month; at 23, the full-back slot may be his soon, and for a long time.

Things could have been different and these eight months have been an accelerated course in the inner workings of a complex club, as well as a crash course in English football too. "The pace!" he says, wide-eyed. "French football is almost half-way between the two, but England is completely different to Spain: so much more physical, so much quicker. You notice in the second half especially – at times the game goes mad and you can hardly keep up, hardly breathe."

If games were quick, the turnover of coaches has been quicker. Azpilicueta has taken it quietly in his stride. It was Roberto Di Matteo, along with the sporting director, Michael Emenalo, who called him, yet before he had time to settle the manager was gone, sacked just months after becoming European champions. "I was really keen because it was a young, winning team, an exciting new project. When you see Mata, [Eden] Hazard and Oscar playing well, it's a gift. But I also knew there was huge pressure to get results: this is a club where you're obliged to win always. We had started the season well and then we had those defeats.

"He said goodbye to us just as we were arriving back late at the training ground after the match. By the time we got there, we knew. The players have no power: we belong to the club and the club thought it was for the best. No one likes a change of coach. It's never a good time and it wasn't a good day. Those aren't nice moments, they're sad ones. But the next day you have to forget it and focus on the future – training, a new coach, try to win your place."

In theory the arrival of Rafael Benítez could have been good for Azpilicueta and although he rejects suggestions that his nationality helped, he talks highly of the Spaniard's attention to detail. "He's passionate about football and always wants things to be perfect: he watches closely and corrects small details. He helps you become a better player, enabling you to see the game in a different way."

But Benítez walked into a storm. "I didn't know anything about that but I found out when he came; I saw how the fans rejected him because of his Liverpool past: there had been lots of games, some clashes. But players have to keep out of that. It's easier when everyone is all in the same boat, and it's hard when there are divisions but that's life: different opinions, people who are happy, people who aren't. You have to respect that. We want the fans to be on our side, of course, and ultimately their aim is ours too: we want to win, to play well and make them happy. Rafa came here with a real desire to win."

And that's the bottom line: it didn't happen. The season had begun with defeat in Monaco, the World Club Championships were lost and a semi-final exit followed in the Capital One Cup. It was too late to turn things round in the Champions League. "That was the real kick in the teeth," says Azpilicueta. "The Super Cup and the World Club Cup were a chance lost but it's the Champions League that really hurt. It's a very long time since Chelsea didn't make it into the quarter-finals. And fans don't like it." He pauses. "We understand that. And we're not at all happy about that either. When you lose, you feel: 'today, football … nah, don't much like it'."

But how does a team like this explain a season like this? "Because there were changes in the squad and it's not easy. We need time to adapt and it's normal for that to take a while. You can see already that the players who came last year are that step further on and they help the new players but it takes time. A team is constructed with time and automatismos, habits, mechanisms. We're improving, working towards the future."

The question is how you work for the future when your manager is already history. Isn't there a risk that all of that work will be wasted? "No," Azpilicueta says. There is, though, a hint in what he says of that growing sense that this is a team in waiting, a club in suspended animation, optimistic yet unsure as to what comes next. "We don't know what the club will do," he says. "We're with Rafa right now, working, focused, trying to enjoy it. Then the club will make a decision and we'll see. We do feel like a new generation, like there is a transition. But it's not just us: there are important senior players too.

"We need to have patience. A team can't be built just like that. It's normal for it to take a while: new people with new ideas, from elsewhere. It's not easy. But it's a question of time. And for now? For now we have a month and a half left, a Champions League place to chase and the chance to win two cups. That's a nice challenge."