On that Sunday morning, on 27 November 1994, Celtic awaited but also the sense that a side assembled from youth players and journeymen could achieve something remarkable.
As the squad boarded the team bus, nobody was allowed to sit at the first table on the right-hand side of the aisle. "That is where we are going to put the Cup on the way back," the captain, Gordon Dalziel, told his team-mates. There was no scoffing.
This was an unconventional team, but their maverick nature was vital to their success. Twenty years on, it seems no less momentous.
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Raith Rovers, a team from the second tier of Scottish football that had never won a major knockout competition and had been put together with £215,000 in transfer fees, against Celtic, one of the most storied and successful clubs in British football, a team that was built to achieve glory, at a cost of £5.17m.
The details of Raith's victory on penalties are now part of the fabric of Scottish football. The underdogs scored first, Celtic fought back and led with six minutes left, only for Dalziel to equalise when he sent the ball into the net from close range with his nose.
Extra-time passed and then both sides scored their first five spot kicks. Jason Rowbotham, now a firefighter in Plymouth, struck the first of the sudden death penalties and sent it past Gordon Marshall. Then Paul McStay stepped up.
As the Celtic midfielder walked forward, Nicholl turned to his assistant, Martin Harvey, and said that Raith Rovers were one kick away from European football.
McStay was idolised, smoothly accomplished and capable of rising above the clutter of so many Scottish football games. He was also the captain and this was the trophy that was expected to signal that the rebuilding work of the Fergus McCann era had been worthwhile. "Unthinkable, surely," said Jock Brown, the television commentator, "for the skipper to miss."
His spot-kick was saved by the Raith Rovers goalkeeper, Scott Thomson, sparking triumphant scenes.
"The aftermath was chaotic, Thommo made the save and we all pretty much just bolted in every direction, towards the fans, to each other, to the gaffer," recalled Stephen McAnespie, the Raith Rovers right-back.
There was never any hope of confining the joy. The unorthodoxy of Raith was an essential quality.
During pre-season training camps in Northern Ireland, Nicholl would often allow his players to have nights out socialising and cans of Guinness would sometimes be brought out on the team bus after pre-season friendlies. Nicholl was not lax, he just understood that he had drawn together a group of hardworking players who he could trust to be fully committed in training and in games - and that team bonding was also vital to maximising their potential.
"We achieved a lot of good things in that period, winning the [old First Division], getting into Europe, winning the Cup," said McAnespie. "We were technically a good side, we played the ball on the floor, we were an aggressive, attack-minded team.
"We had a great blend of youth and experience through the middle of the park with [Steve] Crawford, [Colin] Cameron, [Jason] Dair, [Danny] Lennon and [Gordon] Dalziel and [Ally] Graham up front.
"The camaraderie was huge for us. We mixed a lot outside the changing-room, whether it was golf or a night out after a game, we had a lot of good characters and Jimmy Nic had a lot to do with that. He knew the value of a close-knit dressing-room and was a big part of the banter, but he also knew when the time was right to get tuned in and focus.
"Believe it or not, we felt we could win the game before we kicked off. That was probably because we had some of us young guys that were kind of fearless and a bit naive to the magnitude of the occasion, which obviously worked out for us."
Raith spent the night before the game at a hotel in Erskine, where Nicholl told the players what the starting line-up would be and then allowed them some time to relax. As they were playing darts and cards, a waiter arrived with six pints of Guinness and six pints of lager, ordered just to calm the players down. They were irrepressible, though, and the bus journey to Ibrox ended with the players - many of them Celtic fans - loudly singing Tina Turner's "Simply The Best", a song that was regularly played at Ibrox.
Rovers had the home dressing-room and they had also been granted a training session the morning before on the Ibrox pitch, due to Nicholl's connections with Rangers, his former club. In the dressing-room, the players also found a bag of studs that were right for the surface, left by the Rangers kit man.
In the tunnel at Ibrox before kick-off, the Raith players were joking around while the Celtic players looked grimly determined. The club had not won any major trophies in five years and the manager, Tommy Burns, was under pressure to deliver the trophy. He still found time to shake Dalziel's hand in the tunnel and wish him all the best.
Back in the dressing-room after the penalty shootout, as the Celtic players tried to come to terms with the defeat, the Raith team were joined by some guests.
"The first two people in behind us were John Greig and Ally McCoist," McAnespie said. "They gave us cases of Rangers label champagne. I grabbed two bottles and went straight to the front entrance, still in my kit and boots, and my family were standing right there. I handed my dad the bottles and gave them a hug and got dragged back in by the security.
"I thought the crowd was going to rush the door. We went back to the hotel in Kirkcaldy, where we were met by thousands of Raith fans at the hotel with pipers, which we never expected.
"We celebrated for a while, [but] a lot of the guys were so physically and emotionally drained that a lot of us ended up in bed early, shattered. Well, a little tipsy and shattered."
When Nicholl had arrived at Raith as manager, on 27 November 1990, the team was mostly part-time and the players washed their own kit. Following the League Cup win, and the subsequent foray into Europe that ended with a tie against Bayern Munich, Raith were able to build two stands at Stark's Park.
"It's nice to re-live it all," said McAnespie, who is now a coach in New Orleans, "especially with the other players, because at times we will remind each other about something that we had forgotten about after 20 years."
There was no room for doubt to accompany the Raith Rovers players as they set off for the League Cup final at Ibrox.