For Leeds United, though, it is more a question of how far they can go.
In the last two seasons, Wolverhampton Wanderers and Sheffield United have raised the bar for the new boys.
On the face of it, Wolves qualifying for the Europa League in their first campaign back in the top division was a remarkable achievement.
As the financial gulf between the divisions has grown, so has the feeling that was no longer possible.
In reality, Wolves came up with a Premier League-ready squad assembled on the back of some questionable and questioned spending in these financial fair play days.
The Blades, on the other hand, had no such advantage. They have become the standard-bearer for teams coming out of the Championship, and those at Elland Road have already cited them as an example in some respects.
For a long time, it looked like they might even qualify for Europe too, only to eventually finish ninth. It was still an incredible achievement.
Now the questions will be about whether it was a flash in the pan, but this week some excellent transfer window shopping has increased the hope it will not be.
Their success was achieved on sticking to a tried-and-trusted formula that got them there in the first place. Rather than revamp the squad, they embellished it with a few club-record signings.
Bielsa will need no persuading to follow that path.
His football will be different from the Blades’ 3-5-2 and his formation more flexible, but no less thrilling. Leeds will get the ball down and play with width, speed and positivity, pressing as if their lives depend upon it at times.
Their world-renowned coach believes in the players he has worked with in the past, which is why only Brighton and Hove Albion’s reluctance stopped Ben White joining the rest of the 2019-20 loanees in re-signing for another season.
Even before the famous Football League trophy was lifted there was excited talk about the likes of Edinson Cavani and Zlatan Ibrahimovic, and the club have spent big on Germany defender Robin Koch and Spain centre-forward Rodrigo – the latter finally breaking Rio Ferdinand’s record as Leeds’s biggest buy – but those already in place will be just as important.
England’s tactics might have hindered him showing his class in Copenhagen, but Kalvin Phillips is the brain of the team and looked a Premier League-standard performer 12 months ago, never mind now.
Jack Harrison – now on his third season-long loan – continues to improve, and Pablo Hernandez’s class is permanent, Mateusz Klich’s stamina incredible.
The versatility of Stuart Dallas, Luke Ayling and Ezgjan Alioski is highly-prized by a coach who values that commodity, and Liam Cooper is the sort of unsung player even the top teams need.
The biggest compliment you can pay Illan Meslier is there have been few murmurings about new, more experienced goalkeepers. His ability with the ball at his feet is important to Bielsaball.
There will be pitfalls, and Leeds have been handed the most difficult task of all first, a trip to Anfield.
Even in the last two seasons there were worryingly-long spells where form evaporated, and that was without facing the calibre of player coming their way now. In the difficult hours the “In Bielsa we trust” motto must be more than just words.
This team has already shown it can mix it with the big boys. Arsenal won last season’s FA Cup, but Leeds probably posed as big a threat to them as anyone.
It should be an exciting new season finally back at a level befitting the Whites’ stature after 16 years away. But in all the search for newness, the old faithfuls of last season should not be overlooked.
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