Having guided them from the Dr Martens League through the Conference to the Third Division in just three seasons, the newest Nationwide League manager is shrewd enough to realise that the Robins might have become victims of their own swift success. Life with the big boys won't be easy for the new boys.
"Previous winners of the Conference like Macclesfield, Barnet and Wycombe were all more established and better sides than us," said Cotterill after his side's debut defeat by Rochdale. "They had been at the top of non- League football for four or five years and they were better equipped for the Third Division than us. We'll get better, but I don't know how long it'll take."
Cotterill had warned in his programme notes that Cheltenham would lose matches "because somebody has come up with some brighter football and not because they are fitter than us" - and so it proved on Saturday.
His side lacked nothing in terms of commitment or passion but Rochdale were more confident and inventive on the ball. On the back of an impressive pre-season and with David Flitcroft and Jason Peake running the game from midfield, the visitors soon carved out a series of openings.
Graham Atkinson, Andy Morris and Tony Ford all went close before Morris and Graham Lancashire combined to set up Atkinson, who rifled in a shot from just inside the area in the 26th minute. After David Bayliss had hit a post, Atkinson whipped passed Anthony Griffin, one of Cheltenham's four new signings, on the Rochdale left to cross for Ford to head home three minutes before the break.
With Cheltenham failing to capitalise on their extra man in midfield, Neil Grayson and Dale Watkins received a limited service up front and Grayson spurned the best chance of making history when he shot wide in first-half injury-time as the club's first Football League goal beckoned.
The second-half saw Cheltenham revert to 4-4-2 and midfield parity but, although the new formation led to an improvement, Rochdale were simply content to sit on their lead.
After 107 years, Cheltenham Town have finally made it to the Football League. Their refurbished Whaddon Road ground is a credit to the club and although the newcomers were by no means disgraced on their debut, a lot of hard work lies ahead - most of it in the head.
Goals: Atkinson (26) 0-1; Ford (42) 0-2.
Cheltenham Town (3-5-2): Book; Freeman, Banks, Brough (Howarth, 79); Griffin, Bloomer (Devaney, 75), Yates, Howells, Victory; Grayson, Watkins (McCauley, 67). Substitutes not used: Higgs (gk), Jackson.
Rochdale (4-4-2): Edwards; Evans, Bayliss, Hill, Stokes; Ford, Flitcroft, Peake, Atkinson; Morris (Platt, 87), Lancashire (Holt, 87). Substitutes not used: Priestley (gk), Carden, Jones.
Referee: P Taylor (Hertfordshire). Bookings: Rochdale: Hill, Lancashire, Platt.
Man of the match: Peake.