Yet if Fulham are to become as big as their multi-millionaire benefactor envisages, the learning process must include avoiding the man-traps such as the one awaiting them by the seaside yesterday.
To the dismay of every neutral, the London club ruined the storyline yet could not spoil Margate's big day. When the home side took a sixth- minute lead from the penalty spot the supporters of a club which has managed to avoid the serious business of the FA Cup for 25 years, hardly knew how to contain themselves.
Margate's manager, Chris Kinnear, has his own vision for the future that leaves their existing Dr Martens League surroundings far behind but surely putting one over Keegan, Ray Wilkins and the rest was just a trifle audacious?
The penalty was harsh, television replays indicating that although Martin Buglione had fallen in the area, the infringement by Matt Lawrence was committed a fraction outside.
Fulham hoped for a reprieve, a flurry of nerves to distract the penalty taker. But Mark Munday remained cool, sending the South African World Cup goalkeeper Andre Arendse the wrong way.
We could not be certain but it was a fair guess that at that point Buster Bloodvessel was performing somersaults. The lead singer of Bad Manners, the club's sponsors, had warmed up the home crowd by putting his 26-stone frame through a cartwheel exhibition on the pitch. Thankfully, when a streaker emerged near the end of the first half it was not him.
Despite falling behind, Wilkins, the Fulham manager, remained impassive in front of the dug-out. He would later admit that even at that stage he had no fears for the result, such was the concentrated approach of his side taking their cue from the calm influence of Paul Bracewell.
It might have been different had Buglione, the Southern League's leading scorer for the past three seasons, not hobbled off with a knee injury just before the interval.
Fulham could never relax when the ball was within his reach and in midfield Lee Spiller showed some neat touches. At the back Bill Edwards - players at this level seldom come with fancy names like Peschisolido - came to the rescue on numerous occasions.
However, it became increasingly hard for the home side to retain possession and once Richard Carpenter had bludgeoned a drive from 25 yards that looped off Edwards' back and into the net the outcome had a certain inevitability about it.
That the winning goal did not arrive until 13 minutes from time was testimony to the handling of Lee Turner as Fulham sent over a succession of corners in the second half. It was harsh on him when Rob Scott turned in Peschisolido's cross at the near post to earn Fulham a second round home draw with Southend.
Yet minutes before Margate's Paul Sykes, left unmarked and ideally positioned, had shot poorly with the goal beckoning. Now that would have been a nice one to tell the grandchildren.
Goals: Munday pen (6) 1-0; Carpenter (23) 1-1; Scott (77) 1-2.
Margate (3-5-2): Turner; Dixon, Edwards, Blondrage; O'Connell, Munday, Spiller, Pilkington (Cory, 90), Martin; Buglione (Lamb, 45), Sykes. Substitutes not used: Harrop, Emerick, Readings.
Fulham (3-5-2): Arendse; Blake, Morgan, Lawrence; Watson, Carpenter, Bracewell, Smith, Herrera; Scott, Peschisolido. Substitutes not used: Walton, Cullip, Thomas, Aggrey, Hayward.
Referee: R Styles (Brighton).
Man of the match: Peschisolido.