Gareth Bale playing out his Real fantasies

Zinedine Zidane and that wondrous volley: this was the moment Gareth Bale fell in love with Real Madrid. It was the 2002 Champions League final, in Glasgow, and Roberto Carlos had just hooked the ball high into the Bayer Leverkusen penalty area. Eventually it dropped - and from the area's edge Zidane adjusted his body to arc a powerful left-foot volley into the net to win the trophy.

Back in Whitchurch, Cardiff, a 12-year-old Bale was watching the television, transfixed. Watching and wondering, mesmerised by the white shirts, the names, the galacticos - Raul, Luis Figo, Fernando Hierro and, above all, Zidane. "Real had that kind of swagger that they believed they could win every game," Bale recalls. "They always had players who would get you out of your seat and, as a fan, that's what you want to see. "It was just everything about Real Madrid - the team, the stadium, winning the Champions League, the league titles, or getting close.

As a player you want to come to the best club in the world and you want to win trophies, you want to win the Champions League. The reason why everyone plays football is to win things." So Bale is now at Real Madrid, alongside Zidane, now the club's assistant coach. And not just that but Bale is one of the most expensive players in football history after Real finally agreed terms with Tottenham Hotspur at the end of the transfer window, to conclude the summer's longest-running and most high-profile saga.

In this, his first major newspaper interview since joining Real, it is no surprise to hear the 24 year-old frequently punctuate his answers with the word "unbelievable". It must seem that way. From Cardiff, through the Southampton academy, a big-money move to Spurs that at one stage seemed doomed to failure - he went 25 league games before being on the winning side - and now to being part of the new galacticos at Real it has been some journey. Not that he ever allows himself to indulge in looking back: "I look to the present and improving myself as a player. If you dwell on the past then sometimes you get lost. For me, I am always looking forward."

Neither does Bale fret about his new-found galactico status. "Obviously that's the case but I don't think about it," Bale says. "The transfer fee or the money paid is something between the two clubs. I just want to try and improve and become the best player I can." The best in the world? That might well be Bale's long-term ambition but for the moment even he acknowledges that the distinction belongs to Cristiano Ronaldo, his Real team-mate and the man whose fee he topped. In Bale's 's view, not even Lionel Messi comes close at the present time. "Since I have been here, he's been nothing short of unbelievable," Bale says of Ronaldo.

"I think he has not scored fewer than two goals in every game I've played! At the moment, for me, he's the world's best player and he's proving that week-in, week-out. The number of goals he has scored is just mind-blowing this year." Ronaldo's statistics are, indeed, extraordinary. He has 66 goals in all competitions in 2013 - so far. Among them were four in the two play-off matches against Sweden, including a hat-trick in Stockholm last Tuesday, that took Portugal to the World Cup. That, Bale says, confirmed Ronaldo's right to win the Ballon d'Or and be crowned world footballer of the year.

"He deserves that award," Bale says. "I don't think that anyone is near him right now. The goals and the performances he has put in - especially when you think about the pressure he was under playing for Portugal the other day. It shows what a true world-class player he is." Even the virtual Ronaldo - as portrayed in the EA Sports Fifa 14 video game he is helping to launch - cannot compare.

"He's better in real life," Bale confides, with a laugh. There were suggestions that Bale's arrival in Spain for such a staggering fee could have sparked antagonism from Ronaldo, a player not used to sharing centre-stage. But the new arrival kills the notion stone-dead. "There's no rivalry at all," he says.

"Since day one he's been amazing to me. He's helped me out a lot on and off the pitch and we enjoy playing together. The goals and the assists and scoring together shows that we are playing well together and there's a lot more to come." Bale is the only British player on the 23-man Fifa shortlist after his exploits with Spurs last season and after shaking off injury and the effects of not undergoing a proper pre-season he has quickly impressed his new audience in Spain, with one headline even comparing him to Ferenc Puskas after the 7-3 victory over Sevilla in his first Bernabeu start. "The stadium is right on top of you, very steep and the fans like the attacking football we play," Bale says.

Moving into a new home and language lessons have helped Bale settle, as has advice from David Beckham, Michael Owen, Jonathan Woodgate and Steve McManaman, who all played for Real before him. "He [Beckham] texted me and wished me good luck which was very nice of him and I appreciated it," Bale says. "They all offered good words of advice. But nothing beats doing well on the pitch."

And what of the challenge of playing in La Liga, after the helter-skelter Premier League? "It's a lot more technical than the Premier League," he says. "Pretty much all the teams play a possession-based game. The speed is very quick but I don't think it's as physical as the Premier League and maybe not as 100mph in every second.

"I would definitely recommend it. I had always wanted to play my football abroad as well as playing in the Premier League. Everything about your life as a footballer out here is unbelievable." And there is another bonus: "I think the warm weather does help a little bit as well."