Normally, that would have entailed settling into living quarters and maybe dropping by the team's Spring Training complex once or twice for an informal workout. Then he actually saw the new Salt River Fields at Talking Stick complex.
Now he can't get enough.
"I saw this place from the freeway and said, 'Wow,'" Paulino said. "The next day, in the morning, I came in earlier. It was amazing. I walked around and saw everything.
"I told people, 'I think we need a map.' You could get lost going to the training room. Being here, it's not work for me."
This winter, the big stories have been the long-term contracts given to young stars Troy Tulowitzki and Carlos Gonzalez, the unexpected re-signing of left-handed pitcher Jorge De La Rosa, the decision to make Chris Iannetta the regular catcher, and the addition of power arms Paulino and Matt Lindstrom, who also came from the Astros, in an attempt to push the pitching staff to a new level.
Monday is the official reporting day for pitchers and catchers (all they have to do is inform the club they're in town, so it's more a formality than the beginning), and the first workout for pitchers and catchers is Tuesday. But until something happens in camp, all of the stories have been upstaged by a new star -- Salt River Fields at Talking Stick.
If it looks impressive from the freeway, wait until you're inside. But even being in the main stadium doesn't provide a full picture of the size and opulence of the place.
Just put it this way: The indoor part of the Rockies' complex, which in most cases is called the "bowels of the stadium," measures 8,500 square feet. That would be the size of one of those big, new Walmarts. And the D-backs have the same amount of room on the other side.
There's also a theater for meetings and presentations, plush areas for manager Jim Tracy and the coaches, and a whole upper level of club offices. Then there are the plush green fields, batting cages and pitching areas. It's a far cry from Hi Corbett Field, where the Rockies spent their entire previous existence.
Workouts for the full squad don't begin until Feb. 22, but who wants to wait that long? Todd Helton, who was at the park for the designation of a "reflective path" to honor McGregor, returned Sunday to give his family a tour.
"This is amazing," Helton said while his daughters played on a small Wiffle-ball infield on the right-field concourse in the main stadium.
Center fielder Dexter Fowler dropped by Sunday with second baseman Eric Young Jr. and outfielder Cole Garner for some hitting sessions.
Fowler talked at length about following up on a positive finish to last season, as well as his bright future as a leadoff man now that he has two seasons of big league experience under his belt. But he admitted being speechless Saturday when he first laid eyes on the new quarters.
"No words ... just a big smile on my face and my eyes wide open," Fowler said. "I've been up and down the place, and it's unbelievable."
Utility man Alfredo Amezaga, who spent one Spring Training with the Rockies before establishing himself with other clubs, also dropped by -- he's back with the team under a Minor League contract.
Most of the veteran pitchers were able to stay away Sunday morning. But right-hander Matt Belisle gave in to the urge to come by and throw a bullpen session.
Many others one would expect to show up early have spent the weekend working out at the park. Those would be pitching prospects such as Casey Weathers and Rex Brothers -- high Draft picks who could put themselves squarely on the big league radar with good camps. Also present were pitchers Greg Reynolds and Greg Smith, who want to re-establish themselves after struggling through last season, and catchers Mike McKenry and Jordan Pacheco.
Spring Training is a time of renewal and a time to dream for fans. Often for veteran players, it becomes draining and monotonous. In most cases, there are smiles and hugs and handshakes when the players first see one another, then comes the immediate realization that players are about to begin a preparation process that to most feels two or three weeks too long.
It's hard to imagine those feelings creeping in for the Rockies this year.
"It doesn't really feel like Spring Training at all," Lindstrom said.
But guess what? Come the end of March, the Rockies will have to leave this lap of luxury. The season begins at Coors Field on April 1 against the D-backs, who also must tear themselves away from Salt River Fields at Talking Stick.
The complex is there not only to make players feel like kings of the spring, but turn into monsters when the games count.
"It makes you feel good," Paulino said. "Like, 'OK, I'm with a good team. They do good things for you, so I have to pay for that.' We're ready to give our all."
Thomas Harding is a reporter for MLB.com. Read his blog, Hardball in the Rockies, and follow him on Twitter @harding_at_mlb. This story was not subject to the approval of Major League Baseball or its clubs.