The Italian joined United as a teenager and told Gazzetta dello Sport: "There is a kind of military regime (at United's academy) with absurd rules.
"In the winter you are prohibited the hats, gloves, under-knit, sleeves and long pants. Plus social media profiles.
"Fortunately, the goalkeeper can cover himself, but I saw Brazilian or African boys who died of cold, but that experience helped me, I became a man before time."
On his move to Atalanta, Gollini added: "It means that though I didn't play a lot, I did things well here."