Megson spent four years with the West Midlanders and understands better than most the effect that the Baggies support can have on visiting teams.
"We know we will have to cope with the atmosphere. It will be a shock for my players to hear it but that will be the atmosphere and that is what they will have to cope with," remarked Megson.
"Our players are going to have to cope with a similar sort of atmosphere - which they didn't cope with - when they went to the Britannia against Stoke.
"We haven't said so, but the things coming out of West Brom seem to be saying that 'this here is our season', in terms that the next two games are against ourselves and Stoke."
Megson historyThe Baggies fans will undoubtedly try to make things as uncomfortable as possible for the Bolton players, although Megson himself may be afforded a slightly more welcome reception, having twice led West Brom in promotion to the Premier League.
He ultimately left the club under acrimonious circumstances soon after the second promotion, but the 49-year-old insists that he retains fond memories of his time with West Brom.
"It is a great football club and like every other football club it has problems, but most of them did not include the football side of things," he added.
"The biggest thing West Brom had going for it was the support it had - it is incredible and when I look back on how the club was supported it was quite humbling."