At 19, finals were things he expected would come along at regular intervals. More than 20 years on, as he prepares his players to meet Sheffield Wednesday of the Premiership in tomorrow's fourth round, he knows better. He sampled Wembley barely out of his adolescence and never got there as a player again.
"Billy Bonds, the captain, turned to the lads and said: 'Drink the atmosphere, but make sure you remember because it might come round only once in a lifetime.' With the brashness of 19-year-old youth, I didn't. I could remember getting the medal and bursting into tears and that's all.
"My kids bought me a video four or five years ago and then things started to come back to me a little bit. I remembered Alan Taylor's two goals because they were shown over and over again on television but the rest of the game went by in a flash."
Which is not how you would describe Day's goalkeeping career. More than 700 matches, most of which were played in the top two divisions, were testament to his longevity with, among others, West Ham, Leyton Orient, Aston Villa and Leeds. The last of those games was with Carlisle in 1993 before he lost the player part of his player-coach title and then succeeded Mick Wadsworth as manager a year ago this week.
He is in charge of a team with a yo-yo record and works with a go-go chairman, Michael Knighton, whose profile is unprecedented outside the Premiership. Two years ago the club were promoted to the Second Division, last season they were relegated and this time they look poised for elevation again. One thing you can say about Carlisle is that they are not boring.
They hardly could be, with Knighton around. The ball- juggling director of Manchester United turned Carlisle owner has kept the club on the map with various escapades that may or may not have included an extra-terrestrial experience. But if meeting ET seemed far fetched, it was mild compared to his prediction that Carlisle, then languishing at the bottom of the League, would be in the Premiership within 10 years.
"The chairman, quite rightly, has qualified that," Day commented, "by saying that was his intention at that time, which was before the real influx of money from the Sky TV deal. Now you only have to look at someone like Ravanelli, who is supposed to be earning pounds 42,000 a week. That's light years from what we would call the real world of the Third Division.
"Realistically this club has the potential to reach the First Division in five or six years, maybe sooner. Once you are there, the gap between the Premiership and the First Division is there for all to see. If a club like Wolves, who have spent a fortune, can't make the jump then you have to say getting into the Premiership is difficult."
But isn't it equally difficult working with someone like Knighton? "In some aspects it's a blessing," he replied. "Last year we were relegated and I didn't take any flak because he was here. I know I'd only been in the job a few months, but even so it's unusual that the manager doesn't take his fair share of stick. It was all aimed at the chairman.
"I can't have my cake and eat it. In the good times, he's a personality, everyone knows Michael Knighton because of his connections at Manchester United, and if he gets the credit when we do well I can hardly complain. I have a good relationship with him, we both know where we stand with each other."
Day is a rarity in being a goalkeeper who has become a manager, although his stock answer to his credentials is: "It's about man management and motivation. If you can coach, you can coach, it's as simple as that."
As part of his managerial education, he is looking forward to pitting his wits against Wednesday's David Pleat. "I played for David when I was on loan at Luton in 1992 and he's a very interesting man to work for. He's a deep thinker who is always looking for new ideas he can incorporate into training. Some of his warm-up routines I hadn't seen before and I'd been in the game 20 years.
"He'll have done his homework on us, had us watched a couple of times. His attention to detail is very good. The Wednesday players will be fully prepared."
Which, as Day acknowledges, makes a shock tomorrow less likely. "Wednesday, how much have they cost, pounds 30m? I've spent pounds 35,000 in a year while we've sold David Reeves to Preston, Tony Gallimore to Grimsby and Paul Murray to QPR for good fees. We're well in profit.
"The gap between ourselves and Wednesday is enormous, let's be totally honest. You'll have heard it all before but we need to have an exceptionally good day, to be playing at 150 per cent, and they have to be below par for us to spring a surprise. That's not to say it's not going to happen.
"For my young players it's a chance to prove they ought to be playing higher up the League while the older ones need to be reminded that days like this might not come around again."
Day, a Cup winner at 19 and no nearer than a semi-finalist after that, is testament to that.Reuse content