For the 22-year-old summer signing was not brought up in the shadows of Anfield or Goodison Park but on the Costa del Sol.
He moved to Spain with his family when he was nine, had season tickets at Malaga, and honed his skills as a ball-playing defender in Europe.
On returning to England four years later, O’Connell had to adapt his game to fit in with the English style of play, but struggled to get a club.
He even went into sixth-form, and considered life outside of football as a soldier or PE teacher before finally being given a chance at 17 by Blackburn Rovers.
After loan spells at Rotherham United and Rochdale – whom he captained to promotion from League Two – O’Connell moved to Brentford, before returning north to Bramall Lane this summer.
“I used to live in Spain when I was nine,” he said. “When I came back, I’d missed the boat and was playing catch-up.
“I was 13 when I came back and then found myself trying to get into the school team and stuff like that.
“Mum just fancied a change. I went to a Spanish school and that was tough because I didn’t speak Spanish and there was hardly anyone who spoke English there either.
“We were in Malaga and had season tickets there. It was good going to watch them. I remember (Michael) Owen scored for Real Madrid and mum started screaming in the Malaga end. Everyone started booing her.
“The standard over there is different. Even the Sunday League teams are like academy teams with their own stadiums and training sessions taking place three times a week.
“I didn’t get picked up until I was 17, and had to work hard to catch up, because other players had been in the system a lot longer. I went into sixth form, and, planning my future, I was thinking about going in the army, being a PE teacher, going to University.
“But I always knew deep down that I was good enough to play football.
“When I was in sixth form, I would wake up at 6am and go to the gym before school, then afterwards I would go training.”
The hard work has certainly paid off and O’Connell has impressed at United despite a shaky start to life at Bramall Lane.
The Blades failed to win any of their opening four League One games, but results have improved and they head into today’s game with Port Vale at Bramall Lane on a seven-match unbeaten run.
“It was a tough start, personally, and I made a few mistakes but, hopefully, I seem to have worked those out now,” said O’Connell. “You shouldn’t be making mistakes at this level, you’ve got to cut them out as quickly as possible.
“I came here because it’s a massive club. It was always going to be hard to turn down. I was also at that stage where I just wanted to play games. The manager (at Brentford) wanted me to stay but I just wanted to be out there on the pitch.
“The aim is to get another promotion on the CV. I did it at Rochdale. We’ve got a good squad and I think we’re capable of doing it.
“This is an important period with Port Vale, Shrewsbury and Bradford City coming up. I watched Port Vale, and the lad I’ll be coming up against, on the television on Sunday. They are obviously capable of grinding results out, like us, too.
“In training, the standard is very high. The tempo is high and the gaffer wants us to do that. There’s a few rows because of the way we train, the tempo and the aggression.
“But that’s what the gaffer wants, that approach.”
In a summer of change at United, where new chief Chris Wilder overhauled the squad, it was always going to take time for the new players to settle in.
But Wilder has been impressed with O’Connell, featuring as one of United’s three centre-backs.
Wilder said: “When you bring that many players in at the start of the season, nine or 10 players, it’s a big change.
“You have to get relationships right, and I think Jack has come with a good reputation and we think he will be a really good player for us.
“He’s at a great age, left-footed centre half – which are like rocking horse sh** – and he had a difficult start to the season.
“Every mistake seemed to get punished and end up in the back of our net, and a couple of mistakes Jack made were part of that.
“It goes two ways. He steps forward, brushes it off and gets on with it, or he goes the other way.”