The occasion jolted the nation's heart, despite falling in the middle of the sacred summer holidays when fans are lolling on the beach or ambling through deserted city boulevards in their flip-flops. The season began earlier than ever this year because of an unprecedented number of fixtures.
Anelka - whisked from Arsenal for 5,600m pesetas (pounds 22.8m) in Spanish football's costliest signing - briskly shook from his boots British criticisms of greed for accepting a fourfold pay rise: "My dream has always been to play in France in Marseilles or Spain in Real Madrid. It's not a question of money. I am not the first player to abandon a club and I won't be the last."
Real Madrid has spent more on new players, who include Liverpool's former midfielder Steve McManaman, than any other Spanish club - 13,000m pesetas - to improve its mediocre showing. "Mediocre" in this context means succumbing two years running to the Barcelona killing machine. But despite John Toshack's mid-season arrival as the coach to impose discipline, the Whites are still seen as less of a team than an assemblage of gods, each attacking as he pleases.
Toshack knows his job depends on triumph this year: "They say that when a ship sinks, the last one to leave is the captain. Here when the ship starts to list, the captain is the first one they throw overboard," he noted recently. When every player is a star and the team still loses, "it's always the coach's fault for choosing player X over player Y".
The club is millions of pounds in debt, but no one at the Bernabeu is worried, knowing that their 90,000-capacity stadium welcomes more fans on an off day than Manchester United at capacity. Funds to buy Anelka were rustled up from a juicy deal with Digital Satellite Channel television company who bought broadcast rights for years to come. Sales of kit skyrocketed last year following a merchandising offensive orchestrated by advisers to Manchester United, and sales of the revolutionary away strip (black!) are expected to bring in a fortune. Real Madrid, in other words, is in debt like the Bank of England is in debt.
Barca, by contrast, run a tight ship, nicely in the black, spending a relatively prudent 4.8bn pesetas. If it ain't broke, don't fix it. So why is Barca's Dutch coach, Louis Van Gaal, laden with trophies, universally loathed? Critics say he has created a rarified "Barca-land", a passionless Ajax-clone supreme in Spain's football war, but has broken the hearts of adoring millions by dropping their favourite idols and still hasn't built a happy team.
Beleaguered Atletico Madrid, whose controversial president Jesus Gil faces fraud charges over the funding of his club, has invested 3,200m pesetas in Jimmy Floyd Hasselbaink, the Dutch striker from Leeds. And, to the grief of Atletico fans who still chant "Radomir [Antic] we love you", Gil also ditched his coach - a normal reflex action.
All this could mean the end for poor Juninho, effectively supplanted by Hasselbaink. Atletico's new coach, Claudio Ranieri, says the Brazilian no longer fits in. Juninho may yet creep "home" to England, despite having played like an angel, leaving his heart on the turf of the Vicente Calderon, as they say here.
Spanish fans follow football overwhelmingly via television, and their loyalty has been tested by the encroachment of pay-per-view channels. Fears that take-up would not meet expectations are fading, however, as fans grit their teeth and pay up.
A television ad for the Via Digital pay channel - owner of Barca's broadcast rights - says it all: a young man chains himself to the railings of a statue in Madrid's Puerta del Sol, pleading with his girlfriend to let him have Via Digital. She resists: "You only want it for the football". No, no, he insists, then concedes that yes, he wants it for the football. He is still there as night falls, chained up, waiting for her to relent.
Of the 15 television programmes most viewed last season, nine were football matches. Matches are broadcast every day now, and, with Barcca and Madrid each with their own television channels, you can watch football on television in Spain virtually round the clock.
General elections are due next spring, just as the league builds to fever pitch. But millions of Spaniards, gripped by the power struggle that really matters, won't even glance away from the screen.