Because long before Madrid, there was Margate.
A mere mention of the seaside town brings a broad smile to Salgado's face. Childhood memories of beating the Germans at beach football, peanut butter sandwiches, and his first beer.
It was on a school exchange in the summer of 1990. All eyes were on the World Cup in Italy, but on the sands of England's south-east coast Salgado was king.
Here again: Salgado has turned back the clock to his days in Margate
'I learned a lot from that experience,' he said. 'It was the first time in England and my first time outside of Spain. It was different to live without your own family, to come here as a child and move to an English family and English food. Everything was new for me.
'It was my first experience to go out to a discotheque for teenagers. We drank a little and that was new for our group. I've been interested in England ever since.'
The exchange students had three hours of lessons every morning, although Salgado's English was better than the rest because he had been given private tuition by his sister-in-law, Rosalinde, who had left York to teach in Spain.
'I'd never seen people drink so much beer'
School was followed by long afternoons in the amusement arcades along Margate promenade and international games on the beach.
'There were many school groups in Margate at the time, from Sweden, Germany, Italy and Spain,' recalled Salgado who, at 14, had already been on Celta Vigo's books for two years.
'There was one game when the Germans wanted to kill me because I played really well and we won. Maybe they remember me now.'
Salgado certainly remembers the family who provided a home for him and his friend from Spain.
'The father worked for a company making shop signs. He always wore a tight white vest with a monkey on it saying 'Kiss My Ass'!
'He had a party at the house while I was staying there and I've never seen people drink so much beer.
'His wife was friendly and kind. But at first it was really hard for me because lunch was one peanut butter sandwich with a little chocolate on the side. Dinner wasn't until six o'clock and I needed more. Normally in Spain I had a starter, main course and dessert. I remember that I ate a lot of McDonald's burgers in Margate.'
Twenty years on and Salgado is adapting to the English lifestyle again.
After a decade of service to Real Madrid, he had lucrative offers from the Middle East and even considered quitting at the age of 33. In the end, he chose to fulfil an ambitionto play in England by joining Blackburn Rovers.
'I spoke to Cristiano Ronaldo and he said I'd enjoy the Premier League. Everyone says the way of life in England, with the weather, is boring but he says that is not real.He says that you live well, the food is good, the way of working in a club is incredible.
'I spoke to Ivan Campo and Fernando Hierro as well. I asked them about Sam Allardyce and they said he was a good coach who likes to have experience in his team. I'm still good friends with David Beckham and he asks me all about my new club.'
Close: Salgado and Beckham during their Real Madrid pomp
Enlarge Salgado loved Real so much he even married the president's daughter. They met in 1999 shortly after Madrid paid £10million to sign him from Celta.
He went to Lorenzo Sanz to ask for Malula's hand in marriage but at first the relationship had an adverse effect on his career. His critics claimed he was in the team only because he was related to the president, and after Sanz lost a bitter election battle with Florentino Perez the following year he was briefly dropped amid rumours Real were planning to sell him.
Both relationships survived and Salgado went on to win two Champions Leagues and four La Liga titles playing alongside some of the biggest names in the game.
A tough-tackling 5ft 8in right back, he was happy to be considered one of the supporting cast to Zidane, Ronaldo, Roberto Carlos and Beckham but never bought into Perez's galacticos ethos. 'Our biggest mistake was to go along with all that rubbish,' he said.
Silver-studded career: Salgado wins the Champions League for the second time in 2002
Allardyce raised eyebrows by bringing Hierro and Campo from the Bernabeu to Bolton towards the end of their careers, and now he has done the same for Blackburn with Salgado.
It didn't need a 3-0 defeat at Everton on his full debut last weekend to make the former Spain defender realise there is a world of difference.
'Real Madrid was my life,' he said. 'I was there for 10 years, in the dressing room with the best players in the world. I had an experience I never will forget.
'But I have changed my mindset. I am at Blackburn Rovers, this is not Real Madrid. I want to enjoy the next two years playing in the Premier League. This will be a goodexperience for me, my wife and children. I have joined an historic club.'
All-action: Salgado makes his Premier League bow against Everton
The Salgados have moved to Cheshire, Malula is expecting their third child next week and they have found good schools for daughter Mari Luz, six, and four-year-old son Miguel.
Salgado wants his children to learn the language and experience the culture, just as he did. And if they're lucky, he might even take them to Margate.
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