'You cross the line,' she said, 'and it's like, 'Have I done it? Is this it?' You look around and you don't know what to do.'
There will be lots of new things to do now: lots of invitations to run here or there, lots of contracts to consider from shoe and clothing manufacturers, lots of requests to open a supermarket here or endorse a fizzy drink there.
But the idea that success will spoil this farmer's daughter from Chigwell becomes increasingly implausible when you hear her talking about her immediate plans. She intends, for instance, to carry on in her position as a research assistant for the firm of accountants in Hatton Garden where she has worked for the last five years. 'They have been good to me when times have been difficult,' she said.
And next Saturday, after the main welcome-home meeting at Sheffield for the British athletes, she will stay on to compete in the GRE Cup final for Essex Ladies, whom she joined 14 years ago at the age of 12. 'I don't know which event it will be, though. They haven't told me yet.'
The financial side of things is being approached in an equally steady fashion. 'I'll be talking to my coach, Bruce Longden, and making sure I do the correct things. I don't want to get used. I've got to provide partly for the rest of my life now, and I think I've earned something. But I'm not going to go crazy and do everything and end up getting a bad name for grabbing it left, right and centre.'
This is one mightily sensible woman. But not too sensible to have been affected by the emotions of Thursday night's experience.
'It was the perfect race, the best I have ever run. Technically I got everything right. I'd gone through it so many times in the last couple of months, I knew in my mind what I had to do.
'Only getting the silver in Tokyo made me more determined. I just knew that, now's the time, don't waste it. You'll never get the chance again. With the medal ceremony, the most emotional thing was walking out and seeing all the crowd there. You just don't feel as if you are there. You feel as if you are in a complete dream.'
Dreams were hard to come by in the early hours after her run. 'I was on such a high I couldn't sleep. I woke up at 2am and again at 5. In the end, Jenny Stoute and myself had breakfast at 5.30.'
She had already solved her most immediate problem, however - namely what to do with an Olympic gold medal. 'I didn't know where to leave it,' she said. 'I shoved it under the pillow and ended up sleeping on it. It was still there this morning.'
Gunnell finally had a proper tete-a-tete with her fiance at dinner yesterday - an intimate occasion shared with the massed ranks of British press photographers. A taste of things to come, perhaps.
She will attempt to flee the public eye when she marries on 19 October. 'It will be in Florida. That's as far as I'm saying. We didn't want to have a big affair - just 30 to 40 close friends and family. I've always wanted to get married outside, with the sun shining and the beach in the background.'
Thereafter - if her game plan works out, she will look towards the Atlanta Olympics and attempt to be Sally Gunnell, athlete, for half of her time, and Mrs Bigg for the rest. It will be a hard balance to strike. But she has shown herself able to cope with challenges.
'Over the years, people have asked me if I am Olympic champion quality,' she said. 'I don't know what that means. Probably not.' It was the only thing she got wrong all week.
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