Ray had been a unanimous selection as the SEC's Defensive Player of the Year in his final season at Missouri. That kind of accolade in arguably the nation's best college football conference can breed plenty of confidence.
And that confidence may have been further enhanced when Denver traded up in the first round in 2015 to draft Ray 23rd overall. The Broncos had him as the No. 10 player on their board. But when the games came, Ray found the learning curve was a little higher than expected.
"Just ... realizing what I did in college was not going to transfer to the league as easy as I thought it would," Ray said. "At this level, you've got guys that are very smart in everything they do as far as technique. Your athletic ability can only take you so far. That was a big thing for me ... I had to find another piece, another key. That was just part of the intellectual part of understanding film study, what guys are going to do, what guys are going to try and give me, and formations. Also, just my technique and my footwork and how much more crisp it needed to be."
There was that and more. Ray had arrived on a team with a defense ready to flex its collective muscle, with two Pro Bowl edge rushers in Von Miller and DeMarcus Ware. Ray quickly went from the alpha rusher to a bit player.
He also was being asked to move from defensive end, where he largely rushed from a three-point stance in college, to outside linebacker. In Wade Phillips' defense, that means standing up much of the time.
"One of the things about Shane, you go back and not many guys come on to a team as a first-round pick and then they've got two potential Hall of Famers in front him," Broncos coach Gary Kubiak said. "He came into a unique situation. I think it was a shock for him initially. I think it took him some time to gravitate to those two guys and say, 'I'm over that. Now let me learn from these guys.' I think Shane started to do that at the end of the year."
Toss in recovery from a foot injury suffered in his college finale that impacted his offseason rookie work and a knee injury that kept him out of two games mid-season, and its was a recipe for an even more difficult adjustment.
Ray also discovered you really are what you eat.
"One thing that I struggled with as a rookie was having my meals and eating properly," Ray said. "You can't just treat it like it's college and go eat fast food."
Days after the downtown victory parade to celebrate the Broncos' win in Super Bowl 50, Ray went back to work. He said he took about a week and half off after the celebration before retreating to Florida to work out. At the workout facility, he had access to prepared meals that kept him out of the fast-food lane.
He gained weight but minimized his body fat, and he felt the light go on.
"I really harped on eating right and making sure I had the proper meals and the proper amount of calories," Ray said. "I think that goes with being a pro with recovery as well. I've really excelled in that aspect of being a pro, and I think that the results that my body has received -- my body fat is the lowest it's ever been. As a player, I feel as big, fast and explosive as I've ever felt."
Good thing, because one of the factors in the Broncos working out a pay cut for Ware to return was the expectation that Ray was ready for more work -- if Ware was to be used as more of a pass-rush specialist.
Ray played 341 snaps last season -- 34 percent of the defense's total -- and finished with 20 tackles and four sacks. The Broncos, and Ray, think those totals should be higher this season.
"Also talking to Shane the same way ... you can use your athleticism to a certain point, but when you can think about the mental aspects of the game -- the fundamentals, the techniques -- that's what is going to get you over the top," Ware said. "How consistent can you be throughout a whole game instead of a play here or a play there? When it comes to crunch time, are you going to show up?"