But nothing prepared him for what actually happened: that hundreds of thousands of ordinary Bulgarians would turn out to cheer him wherever he went and that many would look on him as some sort of Messiah who had arrived to save the struggling Balkan country.
"I am overwhelmed by emotion," Mr Coburg-Gotha - alias King Simeon II - said, as half a million people lined the streets to give him a hero's return to Sofia. "The bitterness of 50 years of exile has been deleted in one day."
Simeon was only nine years old when he was forced to flee from Bulgaria following the Communist takeover of power in 1946. But in his long years of exile, at first in Egypt and then in Spain, he always kept a candle burning for the land of his early childhood.
A successful business consultant in Madrid, he never lost the ability to speak Bulgarian, one of eight languages in which he is fluent. He gave Bulgarian names to his five children.
Nor did he ever formally abdicate, claiming that the plebiscite of 1946, which declared Bulgaria was a republic, had been rigged. "I have been king all my life," the now balding and bearded Simeon said in Sofia. "One can be on active duty or on standby but one is never off [duty]."
Even before his return in late May, Simeon, descended from a German princely house and related to most of Europe's royal families, made no secret of his desire to re-enter Bulgarian public life, preferably as a constitutional monarch.
The rapturous welcome he received greatly boosted his chances. In an opinion poll last month, Simeon received an 84-per-cent approval rating, light years ahead of any other public figure in Bulgaria.
The country could certainly do with all the help it can get. Among the laggards of the economic reform process in Eastern Europe, Bulgaria this year witnessed a sharp drop in the value of the national currency, the lev, prompting massive withdrawals of personal savings.
While the politicians have bickered, crime has run rampant. Wheat shortages have been so severe that for the first time since 1989, Bulgarians have had to queue for bread.
For the monarchists, the answer is clear. "We have no leader in Bulgaria now to inspire and guide us. Only His Majesty can unify the country and build a new national consensus," said Konstantin Halachev, of the Federation Kingdom Bulgaria group.
Less obsequious Bulgarians also feel that, with his business acumen and Western contacts, Simeon could only be an improvement on the current leaders. As Albena Vasileva, a student in Sofia, put it: "He is different. He speaks positively. He is less Balkan and more European. I'd be happy if he reflected the face of my country."
Despite their personal approval of Simeon, a majority of Bulgarians remain wary of restoring the monarchy. That said, many would approve Simeon as president. Unlike most of Eastern Europe's deposed monarchs, Simeon, still only 59, is young enough to contemplate a career in politics. He has already indicated that he might have a stab at the presidency if that was his only option.
Now back in Madrid, he is carefully considering his next move. But in a newspaper interview earlier this month, he served notice on Bulgaria's Socialist rulers that they can expect to see him again soon.
"I believe that all of you, dear compatriots, are aware that my unprecedented visit was not an accident or the product solely of curiosity and nostalgic feelings," he said. "The hope and trust which I felt everywhere, especially from our wonderful young people, cannot be lightly swept aside and needs also to be evaluated by those in power."