Cole came into the West Ham United team as a 17-year-old hyped beyond compare even before he had played his first game.
"I see young players now who have come through and you can see the people around them hyping them and hyping them," he told the Mail on Sunday.
"That was never the case with me, it was always done from outside. It wasn't enough for people that I was holding down a place in a good Premier League side - how many kids do that? - or that I became captain and mainstay of the West Ham team and got myself a move to Chelsea.
"People said, 'Chelsea are going for the Champions League, he can't play at that level'. By the end of my first season I'd proved them wrong again because I'd become a regular and was again when Jose Mourinho became manager."