That feeling of disbelief, though, pales into insignificance against the total incredulity shared by the 20,000 Chelsea fans inside the Allianz Arena at about 11:15pm local time on Saturday. Crazed jubilation at seeing the irrepressible Didier Drogba calmly wrong-foot Manuel Neuer from 12 yards exploded throughout the visiting support as the impossible came to pass. This was not supposed to happen. This Chelsea team was supposed to be too old, too scarred by past travails in the Champions League. And a club with a wretched record in penalty shootouts was certainly not supposed to emerge from that lottery victorious, especially against a German side that qualified for the final through that very process at the expense of Real Madrid.
The unconfined celebrations saw some fans run onto the pitch in ecstasy and the sensible policing ensured that they were simply ushered back into the stands rather than hand-cuffed and ejected. Everywhere perfect strangers embraced each other as if they were being reunited with a long-lost relative. Grown men - including myself - wept tears of joy with reddened eyes almost as prevalent in the stands as the indelible smiles carved onto everybody's faces; the magnitude of the achievement striking each one of us with the same force as a David Luiz penalty. The tears at the other end of the stadium I'm sure flowed just as freely but for wholly different reasons.
Although Chelsea fans will not care a jot, there have been - and will continue to be - naysayers who decry the fashion in which the Blues secured the trophy with a defensive approach designed to negate rather than scintillate. But as I have said on these pages before, there is more than one way to skin a cat and the beauty of football is its diverse array of tactics. But even if so-called “purists” refuse to budge from their position of snobbish superiority, perhaps the question should be asked as to why Chelsea were allowed to get anywhere near the trophy given the volume of chances that fell Bayern Munich's way. The free-scoring Mario Gomez showed excellent movement but fluffed two gilt-edged chances in the first half. Had Drogba been wearing red, the home side would have been over the hill and far away well before the Ivorian caused bedlam at the blue swathed part of the impressive arena with his imperious header in the 88th minute.
Arjen Robben also had a game to forget for the Bavarians. Rarely has a player seen so much of the ball in such a big game and done so little with it. Apart from his early strike that Petr Cech deflected onto the post, he provided a total lack of end product as he predictably cut inside time and again only to fire the ball nearer the corner flag than the goal. His dismal day culminated in the missed penalty and after that his head had clearly gone along with his bottle.
But rather than focus on Bayern's shortcomings, I would prefer to heap praise on the victors. A storm had to be weathered and it was achieved with some individual performances that will go down as some their best ever. John Obi Mikel had easily his most productive game in a Chelsea shirt to show just how far he has come since the departure of Andre Villas-Boas. He shielded the defence superbly and allowed the patched up centre-backs to find their way into the match.
One of those, Gary Cahill, had a shaky opening 15 minutes but grew majestically as the minutes ticked by; prompting Chelsea's first real attack with a buccaneering charge upfield that drew a foul and a subsequent shot at goal from Juan Mata. His partner - David Luiz - did not put a foot wrong all evening and dispatched his spot kick with a confidence bordering on arrogance. Jose Bosingwa - a player with more than a few questions marks against his name - made sure that Franck Ribery had a difficult evening with the French maestro thwarted time and again on Bayern's left flank. The Portuguese might just have a future at Stamford Bridge after all.
But the stars of the back five were undeniably Ashley Cole and Cech. The left back was ably assisted by the nerveless European debutant Ryan Bertrand but still he was all but flawless as yet again he proved himself a big game player. Whether it is Cristiano Ronaldo or Robben, Cole has had the measure of the best wide men in world football throughout his career and Saturday night was no exception. His penalty also happened to be the best of the lot, swept with power and finesse just inside the post.
The efforts of those in front of him meant that Cech was rarely extended with Bayern shooting either straight at him or wide of the target. However, he stood tall to deny Robben's spot kick in extra time and went the right way throughout the shootout. He faced six penalties and saved three - not a bad night's work.
Mata had a quiet match but showed glimpses of magic throughout the match to keep the Germans on their toes. His penalty might have been saved but he can point to fantastic performances in previous rounds that were essential to the team getting this far in the first place. Behind him Frank Lampard had one of those games when he grew in stature as it progressed. By extra time, he was the strongest exponent in the centre of the park, his energy belying his 33 years and highlighting the benefit of an intense fitness regime and an experienced head.
And as for Drogba, what else is there to say? In my opinion, even at 34, he is the best striker in the world. I wouldn't swap him for Robin van Persie, Edinson Cavani, Mario Gomez, Wayne Rooney, Carlos Tevez or anyone else who excels in that position yet it looks certain that his contribution in Munich will be his last as a Chelsea player. His record on the big occasion is incredible and when his team needed something from him he was there not just once but twice as he equalised when all seemed lost and then struck the decisive penalty to make history. There is already a statue of an all-time great Chelsea striker, Peter Osgood, at Stamford Bridge - how about one for Didier?
Amid all the manic celebrations, it was still hard not to feel for Bastian Schweinsteiger. A magnificent player who would grace any midfield in the world, it was unfortunate that it had to be him who missed what would turn out to be the pivotal penalty. He will feel the weight of the world on his shoulders now and will blame himself for Bayern Munich not claiming their fifth European Cup, yet he should hold his head up high while those in more attacking positions scratch their heads and ponder how they didn't finish the game off well before the season reached its dramatic denouement.
While there was no schadenfreude directed at Schweinsteiger, the same could not be said for Tottenham. With the glory of winning the Champions League the main desire of all the fans, it took a while for the realisation to sink in that our London rivals were now stripped of Champions League qualification and condemned to the backhanded compliment that is the Europa League. But once it had, everyone clad in blue asked in unison whether Spurs and their followers had indeed been watching proceedings. The delicious cherry had been firmly placed atop a sumptuous cake.
Glory achieved there will plenty of analysis and mulling over in the days, weeks and months to come about the merit of this victory, much like after Liverpool's inconceivable triumph in 2005. I, however, feel it is fully deserved. No, this Chelsea vintage may well be the weakest that has contested this competition and yes, the methods deployed may not float everyone's boat but I would argue that everything that has transpired over the last 9 years has earned the club their place amongst the immortals. Much like a lifetime achievement award at the Oscars or Grammys, Chelsea's body of work has deserved the big trophy even if their last film or album was not a patch on their early stuff. The heartbreak and devastation that has previously characterised their relationship with Europe's biggest prize has almost demanded that the cup with the big ears finally make its way to west London.
Now that the European Cup has arrived in SW6, all that anguish and torment has been wiped away. Only unbridled joy remains.
Thank you, Chelsea, for giving me the best day of my entire life.
You can read more of Phil's opinions at ShoutyAndSpitty.com or on Twitter @PhilLythell