One freezing night, Chelsea's coach Graham Rix and assistant manager Gwyn Williams sat huddled in the stands watching their opponents before the European Cup-Winners' Cup tie with the London club.
They were impressed, by the precision of his crossing, the vision of his passing, and the redoubtable demeanour of the player born at Nykobing 80 miles south of the capital. In the knowledge that Goldbaek's illustrious compatriot Brian Laudrup was about to make the opposite journey back to his homeland, Chelsea made their move. He was to prove a steal for pounds 300,000, though a goal against Chelsea in the competition before he signed was, maybe, emphasising his potential value a little too blatantly.
From glorious Copenhagen, he was suddenly singing the Blues. Five months on, and the acquisition of the former Schalke 04, Kaiserslautern and Cologne player has been vindicated by three goals in his last two matches, and a succession of accurate centres. Providing an aerial barrage into the heartland of opposition defences for Gianfranco Zola and Tore Andre Flo, and with his team still hell-bent on capturing three trophies, was not quite what the 30-year-old Dane envisaged at this stage of his career.
But there is no sense of awe at the celebrated company he keeps. "It surprised me that the star players were so down to earth," he says. "Before I came over I thought that maybe the coaches would have to carry them on the pitch because they don't want to train; that they just want to play. But it was totally different. The training here is very professional and very disciplined, like I was used to in Germany. Players tell me that in England five years ago, if you wanted a massage they'd say `jump in the hot water'.
"But here, they have three masseurs." His droll sense of humour has enabled him to assimilate easily into the cosmopolitan footballing culture of Stamford Bridge. Goldbaek is one of around 40 Scandinavians at present performing in the Premiership and, though they may not possess the baroque appeal of their more flamboyant Latin counterparts, signing one is like purchasing a Volvo. He will tend to be solid, dependable, resistant to damage, and blend easily into their environment. He will also be extraordinarily good value.
"We are usually physically strong, so it is easy for us to integrate into British teams," says Goldbaek, who was a non- playing member of Denmark's France 98 squad. "Most of us have a good education so we pick up the language quite well. Scandinavians work hard for 90 minutes and are disciplined. If you ask a trainer if he wants a genius who doesn't do what he is told, or a player who is hard-working, he will go for the disciplined player. Also, you never hear us say, `Oh, I've got to have a two-week holiday because it's carnival now'. Some players can be here two years and don't even try to speak the language. We try to be accepted."
Goldbaek, who lives with his wife Anja and five-year-old son in Virginia Water, Surrey, insists he was no mere gold-digger, just in London as a highly paid tourist. The Chelsea bench has had some celebrated rumps astride it in recent years, and he was determined to ensure that even under Gianluca Vialli's rotational system, that he was not just another bum on a seat. "When I first heard Chelsea were interested I thought `Oh, great' but then I became concerned that they just wanted a cheap player to cover for injuries."
The player-coach Vialli persuaded him to the contrary; He also had lunch with Laudrup. "Brian was very positive. He said, `If the offer is OK, do it. They are great people'." When Goldbaek arrived they welcomed him with Laudrup's No 7 shirt; nobody actually expected a surrogate of the former Bayern Munich and Rangers forward. He mocks the suggestion. "If you look at the salaries and the clubs we have played at, we are two different players. They told me they wanted my kind of player, to go up and down the line and cross; not a great technical player like Brian was."
Goldbaek has experienced a great transition of style from what he was used to in Germany. "I have found the tempo much higher than the Bundesliga. Against Liverpool, I found it difficult to breathe at half-time; maybe I did not pace myself well enough? But you want to show as much as possible while you're on the pitch."
Certainly, today against Manchester United - and fellow countryman Peter Schmeichel - will provide ample opportunity. "I'd love to score past Peter, but it will be difficult. Three or four months ago, people were saying `Oh, he's not that good any more', and I think that pushed him. He's still one of the best.
"I hope they have their minds a little too much on the Champions' League, so maybe we get a replay or maybe even win." Are there parallels with Kaiserslautern? "Maybe. Most of the players had never won anything and we were very hungry. We were up against Bayern for the championship. They were a big, rich club like United. We went 100 per cent every game, and that was enough."
It was perhaps as well that Goldbaek was cup-tied on Thursday night. He only arrived for the second half of Chelsea's European tie with the Norwegian side Valerenga. "I was driving up from my home and got held up in a queue on the M3," he explains. Welcome to British motorway driving, Bjarne. Fortunately, his sense of timing in front of goal has so far been rather more accurate.