Arriving at his training session, Cole was all business, talking mostly in English while throwing in Italian phrases.
One local staff member was impressed by his willingness to tidy up the equipment, which he said was uncommon for a player who had enjoyed such a successful playing career.
To Cole, a former schoolboy from east London, that behaviour is normal. Even his new title - 'Mister', bestowed on all managers in Italy - is something he is still getting used to.
"I don't see myself above anyone at this club," he said. "Of course I have to be the leader of the group, but I'll pick up a cone."
Cole had some awareness of what he was arriving into in Emilia‑Romagna - nicknamed Italy's 'food valley' and famous for parmigiano reggiano, balsamic vinegar from Modena and prosciutto di parma - with his wife Sharon Canu an important sounding board.
"I certainly didn't go looking for an Italian wife [when he joined Roma in 2014], but I came back with one," he joked.
"Sharon has been great for me. She's from Rome, but she understands that people in smaller cities really love the club where they live. I have to embrace that."
One example is Cole's routine of buying a five euro 'piadina' - an Italian flatbread sandwich - from a stall outside Cesena's stadium before his media conferences. The food stand also regularly feeds the squad after home matches.
In this working‑class town of fewer than 100,000 people, Cole's side are underdogs in Serie B - something he identifies with.
"I liked that the owners have a similar background to me - hard work, graft, underdogs nobody believed in - but they created a really successful business," he said.
"They also wanted someone to believe in them and give them a chance."
Cesena, like most Italian clubs, rent their stadium and training facilities from the local authority, but Cole has innovated where he can.
He created a video analysis room and uses a high-angle tactical camera to film his sessions, which he watches back in full every day.
"I came here thinking something had to change," Cole said. "We hadn't won away from home for a long time, so that had to change - it wasn't working.
"We'd gone a number of games without a win, so that had to change too. We needed higher intensity in training and matches. The style of football had to change.
"We had to be more adaptable to the different styles we come up against, and we needed more control in games through possession."
In his first media conference, Cole also called out Italy's failure to qualify for three consecutive World Cups as a sign they needed to be open to new styles of football, which he is implementing before a trip to face Palermo on Saturday.
