Cesar Azpilicueta, they just call him Dave

As Bullet Tooth Tony says to Cousin Avi in the film Snatch: "You can call me Susan if it makes you happy." Cesar Azpilicueta is some name – imperial, certainly Roman – but the fresh-faced, smiling Spaniard is happy being called "Dave" by his new supporters; just as long as they are happy with him. And they are. Ahead of season-deciding games against Manchester United and Rubin Kazan, his name – all 11 letters of it – will be one of the first on to the team sheet.

"I don't think Cesar is that difficult to say," he says. "But this is something done out of affection so it's fine". It was at a fans' forum at the start of the season when supporters began to sing: 'Azpilicueta, we'll just call you Dave' – a subtle nod to Trigger in Only Fools and Horses and his failure ever to get Rodney's name right. Cesar nods and grins, not completely convincingly, when asked if he's familiar with the show.

Before the song about him came the song he had to sing, in that time-honoured and often excruciating initiation ceremony. It was before the European Super Cup final in Monaco and he stood up in front of the entire squad to perform the flamenco-pop song "La Raja de tu Falda".

"They didn't understand a word, of course," he says of his new team-mates' reaction to the ditty about a distracted driver who crashes his car when he sees a girl on the street with a split in her skirt – la raja in her falda. "They applauded and danced a bit. I did OK!"

That long-standing tradition for new players seems like an admirable clinging-on to a sense of team that must sometimes be difficult to sustain at Chelsea, with the revolving door on the manager's office and the sense of the club getting rid of the old to make way for the new.

Azpilicueta is the future at Stamford Bridge. He grew up as a talented right-winger wanting to be the next Luis Figo. He watched his local side, Osasuna, from the terraces of one of Spain's most English of stadiums – the loud and drafty Reyno de Navarra.

His hometown of Pamplona is famous for the annual San Fermin Bull Run. Almost as famous, is the tendency of the locals to watch safely from their balconies as the tourists attempt to dodge the 80-stone beasts. "I never ran with the bulls. I just watched. We should maybe try it down the Fulham Road," he jokes.

When he signed for Osasuna, the then coach Jose Angel Ziganda converted him into an attacking right-back, from where he earned a move to Marseille aged only 20. He ruptured ligaments in his right knee but returned after six months out and impressed enough for Chelsea to sign him last summer. He will be just 24 in August and he is most Spanish commentators' tip to have become his country's first-choice right-back by the next World Cup.

The owner's whim may mean that managerial preferences swing wildly from wanting Pep Guardiola, to settling for Rafa Benitez, to wanting Jose Mourinho back. But there is something more consistent about player recruitment: technically excellent players, with good attitudes, and bright international futures – Azpilicueta fits the bill.

He cheered from home as Chelsea won the European Cup final. "I didn't know I would be signing at the time," he says. "But I watched because I had my Spanish friends playing." And just three months after signing, and after that initiation song, he experienced the other Chelsea player initiation ceremony – seeing the manager sacked.

"He [Roberto Di Matteo] told us as we were all heading to the training ground after the defeat in the Champions League," he says. "He said goodbye to us and wished us all luck."

What does a player say in those circumstances? "You don't say anything. The club makes the decision and we are just players. It is sad when it happens. But the next day you have to think about the future and the next man coming in."

The next manager would hardly be calming the waters, though. "I wasn't aware of it at first," Azpilicueta says of the animosity towards Benitez from the club's fans. "I realised how things were when I saw the way he was rejected by the supporters in the first game. But as players we have to be on the margin of all that.

"The supporters have these feelings because they have clashed many times before but Rafa right from the start came in with so much enthusiasm and desire to get results and so we concentrate on that. Of course, it's easier when everyone is pulling in the same direction but the world is not like that. There are so many different opinions. There are always some people happier with a situation than others and it comes down to respecting everyone's opinion."

Will it set the transitional process back again if Benitez leaves in May? "We still don't know what decision will be made by the club. Right now we are with Rafa and we are concentrating on the here and now," he says.

Benitez's famed attention to detail has helped Azpilicueta adjust to the Premier League. "Every day he is altering little things, modifying my game, we watch videos. He is passionate about football and always trying to make everything perfect."

Being a full-back at Chelsea can be demanding – there is no "two banks of four" in Roman Abramovich's dream team. With Oscar, Mata and Eden Hazard all inclined to go inside, the wings often become the exclusive responsibility of the full-back.

"But I love that," interrupts Azpilicueta. "And to have those three in front is a real luxury for us. I love the challenge of defending well and making sure I also offer options going forward. In England you have to be super-fit because a lot of the time in the second half the game goes crazy and as a full-back you are obliged to be 100 per cent defending while also getting forward to create danger."

He has the perfect role model on the other flank. "Pfff!" he says puffing out his cheeks when asked about Ashley Cole. "A grandisimo professional. He is an example for me – always trains at 100 per cent, always. Everything he has achieved for Chelsea and England is incredible."

Unlike his pal Juan Mata – who laughs when he speaks English with the French accent he picked up at Marseille – Azpilicueta has made a home for himself and his girlfriend and their two dogs close to the Cobham training ground, away from the city lights. The relationship with fellow new recruits is good and there is respect for the old guard. Of John Terry, he says: "He's been at the club all his life and when I arrived, or when anyone new arrives, he always tries to help you."

Has the power shifted from the older players since the start of the season? "Lamps and JT got injured and so it diminished a little but only because they were injured. They are both back now and we are seeing that they are still important. Lamps has scored his 200th goal and is a big influence on the way the team plays, and JT is playing again, although with injury it's hard to come straight back at full pelt."

The sense of there being two distinct groups is still tangible though, and Azpilicueta touches on it when he analyses this season's underachievement: "You are bringing together a group of players from abroad and it takes time for everyone to acclimatise and to start to complement each other and gel with players who have been at the club a long time and who have another style."

Perhaps the "new-style" Chelsea need a leader who carries as much weight as the standard-bearers of old. Azpilicueta's Spain international team-mate Mata is the obvious candidate. "I'm sure that, with every season that passes, his importance will grow. He will get better and better," he says. "We are seeing with the players who came in last summer that it helps to have a season behind you. It takes time to build a team that plays automatically, out of habit."

The winning habit must not be lost even in a transition season. "We are in the quarter-finals of the Europa League, quarter-finals of the FA Cup and third in the league," he says. "It's expected that you win things here. That's what I came here to do."