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It says a lot about David Raya’s character that, during the delirious Spanish celebrations that followed their European Championship final win over England, his priority was to seek out Declan Rice, Bukayo Saka and Aaron Ramsdale to offer consolation.

“Obviously, I was over the moon, but I was upset for them as well because they worked so hard,” Raya tells Sky Sports. “They are really, really nice guys and they are my team-mates.

“It’s upsetting for them, and for the whole country, but for myself,” Raya adds, the serious expression on his face giving way to a smile, “this is something that I will never forget.”

We are a month on from the final and Raya, sun-tanned and still on a high from that historic success in Germany, is back in the familiar surroundings of Arsenal’s training ground, stepping up preparations for the new season and aiming to pick up where he left off last term.

Being a part of Spain’s European Championship success capped a dizzying year for him. “Coming here on loan and playing for this amazing club, making my debut in the Champions League, being that close to winning the league, then winning the Euros as well.”

And that wasn’t all. In addition to the European Championship winners medal sitting in his rucksack at home – “I haven’t unpacked yet,” he grins – Raya has a Premier League Golden Glove award to show for his record of 16 clean sheets in 32 games last term.

It is some going for a goalkeeper whose professional career began on loan at Southport, in English football’s fifth tier, with a 3-0 loss to Macclesfield Town in front of a crowd of 1,450 in 2014, having left Spain, alone, to enrol in Blackburn’s academy.

“When I came to England at 16, the only thing I wanted to do was enjoy football and enjoy the challenge,” he says. “Of course, you think about stuff that you might be able to do, but I just kept giving myself targets in the short and medium term, footballing-wise.

“Winning the Euros was one and playing for Arsenal was one.

“I’m happy to say that I have achieved some of my dreams.”

Some but not all.

Raya helped Arsenal accrue their second-highest points total in Premier League history last season. They set club records for wins and goals scored. For a second consecutive year, though, they ultimately fell short of Manchester City in the title race.

“I think we had a really good campaign but at some stages we didn’t manage the games where we dropped a few points well,” says Raya. “It’s that balance of knowing when you have to manage games. Also, you have to go all in, especially at the start of the season.”

That is the aim now and Arsenal look in good shape having warmed up for Saturday’s opener against Wolves with friendly wins over Bayer Leverkusen and Lyon at the Emirates Stadium, of which Raya, Arsenal’s returning No 1, played every minute.

He and his team-mates know there is little margin for error.

“Our second half of last season was nearly perfect but you have to be perfect to win the league, especially against Man City. They are so good and they are so experienced in this environment.

“We have to learn from everything, from every mistake and from the good things that we have done as well, to carry on and improve them. That is what we need to do. It has been a fantastic year but we have to – and I have to – make the next one better.”

Resilience and facing setbacks

Raya is approaching the challenge ahead having turned his loan move from Brentford permanent in July and signed a long-term contract, another satisfying milestone in a year full of them.

“Obviously, last year, I was only on loan but I gave everything for the club and I wanted to stay here for as long as possible,” he says. “When you break up for summer and you go with the internationals, you focus more on international football at that moment.

“But I had it in the back of my mind, ‘Am I going to sign? Am I not?’ It was a relief to sign the contract for the coming years. It’s a pleasure to be here, it’s fantastic, with the way the club is going, the players, the staff, everyone around the club, the fans. It’s amazing.

“You don’t know how good it is until you are inside. It’s a pleasure to be here and it’s a dream come true to be able to be part of this club.”

Not that it has all been straightforward.

His arrival was greeted with scepticism given Ramsdale’s popularity among fans. The pressure on him was ramped up by some high-profile errors in the first half of last season.

Raya was heavily scrutinised as a result but his courage in the face of setbacks was a part of his appeal to Mikel Arteta in the first place.

It carried him through. Few are doubting him now.

It’s a pleasure to be here and a dream come true to be part of this club

“I think that’s been the key of my career,” says Raya. “When I came to England for the first time, to train with Blackburn with my old club, Cornella, my old goalie coach, César, told them, ‘You need to take Dave. He is the only one who, mentality-wise, can cope with it.’

“And he wasn’t wrong. I had a lot of lows and a lot of highs, but I think my mentality has been very, very key. Stay strong in the tough moments and enjoy the good ones.”

Proactive goalkeeping explained

Of course, Arteta’s pursuit of Raya was based on his goalkeeping qualities as well as character and mentality.

The 28-year-old has brought a new interpretation of the role to the club; more aggressive, with a greater willingness to take risks both in and out of possession. He puts it down to Arsenal’s goalkeeping coach Iñaki Caña, with whom he previously worked at Brentford.

“He has changed my style of being a goalkeeper,” says Raya.

“If you watch highlights from me when I was back at Blackburn, you will see a keeper that just stood on the line, not coming for anything, rarely going for a cross, rarely going outside the box, rarely anticipating, just waiting to make that save.

“When I signed for Brentford, Iñaki just completely changed my style of being a goalkeeper, to be more proactive and anticipate stuff that has not happened yet.

“So, if you can go for a cross, just go for it. Don’t wait for the save. Instead, avoid the chance. For balls in behind and all that, stay high as much as possible to be able to cut out the attack.

“If you see me at Blackburn and then after I signed for Brentford, it’s two completely different goalkeepers. At Blackburn, I wasn’t going for any crosses. And then at Brentford and here, I think my numbers on crosses are remarkable.”

Raya is right about that. He stopped a higher percentage of crosses than any other Premier League goalkeeper last term, his rate of 12.2 per cent way up on the 6.8 per cent average.

His proactivity applies in possession as well as out of it, the idea being to launch Arsenal attacks as well as end the opponent’s.

During Arsenal’s 5-0 win over Crystal Palace at the Emirates Stadium in January, Arteta could be seen turning straight towards his goalkeeper to applaud him after his quick throw allowed Gabriel Jesus to lay on a rapid, breakaway goal for Leandro Trossard.

It was one of seven throws by Raya last season which led directly to a chance being created. No other Premier League goalkeeper made more than two. When he is not launching the ball with his hands, Raya is using his feet with a similar level of precision.

“I love it,” he says. “It’s one of the parts of being a goalkeeper I enjoy the most, especially playing for Arsenal. We need that extra player to get that security straight from the back.

“I love being part of the build-up, being part of trying to create goals and to create attacks.

“It’s fun. I enjoy the challenge. I know there are going to be mistakes and goals conceded because of it, because that’s the way we play. But that’s the risk that we take and that’s the risk that the manager wants us to take. The benefit is bigger than the risk, I think.”

Arsenal’s strong foundations

Raya acknowledges life at Arsenal is made easier by the presence of William Saliba and Gabriel Magalhaes in front of him. The pair are a formidable centre-back duo. Like Raya, they played an important role in Arsenal’s outstanding defensive displays last term.

“Pfff,” he says, puffing out his cheeks at the mention of them, as if unsure where to start. “They are so strong and the relationship they have between them is incredible,” says Raya. “They both know where the other one is in every situation, so they have each other’s backs.

“And they’re so clever, both of them, considering they are relatively young. I know Wilo is a bit younger than Gabriel, but they are both relatively young and the positions they take up on the pitch to avoid stuff happening are incredible.”

Arsenal’s defensive unit has been further bolstered by the arrival of Riccardo Calafiori, a £42m signing from Bologna whose full-blooded playing style has already made an impression on Raya.

“First of all, he’s a great guy,” he says. “He’s young, only 22, and he’s hungry. In terms of football, he’s a great player who has a great future. He can play left-back, he can play left centre-back. So, the first impression has been very, very good.

“He is very, very strong,” Raya adds with a smile. “He goes for the tackles. He just goes for it. He would put his head in a washing machine, if you know what I’m saying. But the main thing is that he’s a great guy as well as a great player.”

Raya’s team-mates, especially those wearing England colours back in Berlin last month, would doubtless say the same about him. After a dizzying year, in which some, but not all, of his dreams have been fulfilled, it is time for him and Arsenal to go again.

Follow Arsenal vs Wolves on Sky Sports’ digital platforms on Saturday from 1.30pm; kick-off 3pm; free highlights from 5.15pm