Theo Walcott leaves, hurried though ever-polite. He has an appointment on the golf course with his father, Don, and his brother, Ashley, and wants to be home when his girlfriend, Melanie, returns from university.

But what’s important is how he arrived today, here at Arsenal’s training ground. Park. Leap, smiling, from his un-footballer VW Golf. Breeze through reception. Throw open the dressing room door. A wink for his mate Gael Clichy. A grin: “All right, boys?”

More than two years after becoming world-famous, Walcott finally feels at home in the company of the renowned. Arrogance was never going to be a problem for this impeccably brought-up lad, it was diffidence, like a shirt-tugging defender, that held him back.

Arsenal manager Arsène Wenger would tell him to impose himself more, whether training or playing, and everything changed a year ago when he found the courage to knock on the manager’s door and ask to start the next game, against Slavia Prague. He did and scored twice. Since then — though he is not 20 until March — an adult Walcott has been emerging. Wenger handed him the No 14 shirt worn by Thierry Henry and increasingly cannot do without his most penetrative player. He tried to rest Walcott last weekend but, 1-0 down to Everton, put him on at half-time. Walcott scored, Arsenal won 3-1. Wenger is wary of burnout but it’s hard when form is so hot.

This season, Walcott has played in all but one of Arsenal’s 14 games, starting 10, and been involved in 11 goals. We last spoke in September 2006. He had been to a World Cup and was about to grace the cover of Hello! but had never started a Premier League game and, having spent eight months at Arsenal, had played just 50 minutes. It was a bizarre situation, probably no sportsman will experience anything similar, but he was handling it with characteristic equanimity.

He beams when I ask if he has changed. “Nope. Same old. Don’t get up to mischief. Might have the odd whinge but generally don’t get fazed. I’m a little more mature, maybe. At first, at Arsenal, it was difficult because I wasn’t playing in the first team. I’d think, ‘Should I be here?’ Then there was the World Cup thing . . . it didn’t help being in the limelight so early. Most 17-year-olds, even at Arsenal, get to develop without being on television every week, but that’s the pressure you’ve got to deal with and now it’s going brilliantly.

“I feel more relaxed walking into the changing room. It’s never going to happen for you straight away but it’s a nice feeling when it does. When Cesc (Fabregas) walked in after winning the European championships with Spain it made everyone smile and I was able to think, ‘Yeah, I can do that if I work really hard’.” Walcott has undergone the same process with England. Referring to his hat-trick in Croatia, he said: “It was an unbelievable night, I’ll never forget it. Especially because my dad was there and my boot was missing a back stud. I only noticed at the end of the game. Yeah, those boots are at home, chilling with the match ball and my shirt. Every time I see them it puts a smile on my face.

“When you have a game like that it does give you extra respect in the dressing room. Before I was maybe quiet, because I wasn't playing in the Premier League. Then I had that run against Liverpool (when he dribbled 80 yards to set up Emmanuel Adebayor to score in the Champions League quarter-final) and a few players took notice of me. After the hat-trick they respect me. They give me the ball more. People think I deserve to be there, now, which is nice because before there was probably a feeling I shouldn’t be there, even though it wasn’t my fault.”

Did players tell him he didn’t belong? “No.” They just wrote about it? “Yeah.” Steven Gerrard wrote in his autobiography that he was “gobsmacked” when Sven-Göran Eriksson picked Walcott for the World Cup. “Theo had no right to be in Germany. None at all,” Gerrard wrote. This upset the Walcott family, especially Liverpool-supporting Don. “To be honest, I understand where they were coming from,” says Walcott. “It’s a gamble taking someone who hasn’t played in the Premier League to a World Cup — but it wasn’t my choice.

“I know when people write about it they’re not trying to say anything bad about me or put me down, it was more that they felt it was the wrong decision of the manager.”

What’s Fabio Capello like? “Strict. A lot of people respect him. He wants to play good football, one touch, two touch and when you’re one-on-one get at your man and score goals. He’s very clear in his instructions, plus if you annoy him you’re obviously not going to get back in the team. He picks players on form, or if they have done well in training, which is how I got in against Andorra. It’s not about your reputation or who you are, which is nice. We (England) have got it right this time. He talks to us as a squad more than individually. He gave us one row. In training there was a slow tempo and he had a go at us to quicken up. Absolutely everyone was blowing afterwards, because we were proper going for it. It was brilliant. His idea is that you can’t take things easy at any time, you treat every training session like a game and every game like a final. Mostly he doesn’t shout, you can just tell by his facial expressions: don’t annoy him. I think we needed that and how we’re playing and how players talk about him is evidence.

“We’re not getting ahead of ourselves but England are sitting with 12 points in our group (after four games) and the whole world can see it. It sends a message. Hopefully it will start to bring back the fear factor about playing England.”

He agreed with Rio Ferdinand’s remarks about Capello changing the “Wag culture” surrounding England. At the World Cup, Walcott could not afford to house Melanie and his family in the de luxe hotel used by other players’ entourages and, as the Baden-Baden circus unfolded, he was glad. “We, England, got it wrong,” he says. “There was the feeling that everyone at home was concentrating on the Wags rather than backing the team. Players would see their wives and girlfriends in the papers and it would get them down. It took away from positive thinking.”

Capello now has the squad looking inward rather than outward. “There’s a lot of bonding,” says Walcott. “We play PlayStation games, 10 of us, almost our starting line-up. A few of us watch films together in the masseur’s room.

“Everybody plays golf. The last time was such a laugh. I went round with Peter Crouch. Man, it was funny watching him play. He had to rent clubs and they couldn’t quite find ones of a suitable length . . . that made him about my standard.”

Walcott is a credit to those behind him. The Hello! shoot was done to satisfy post-World Cup media mania: since then, he and Melanie have kept things largely low-key. Warwick Horton, his agent, “turns away all the stupid requests”. Walcott is hoping that Horton will soon be invited by Arsenal for contract discussions: he has just 18 months remaining on the deal he signed when he joined Arsenal from Southampton in January 2006 and the club is yet to talk about a new one.

Lynn, his mother, a midwife now involved in charity fundraising, is the calm centre of the Walcott household. The infectiously sunny Don handles Walcott’s personal affairs. Ashley and Hollie, his sister, “are unbelievable, never getting jealous or moody with me being in the limelight. Instead they look after me”. Melanie has begun a physiotherapy course at St George’s University in London. “I envy her a little, I’ll admit,” he says. “I’d have studied art. I always ask what uni was like and about her friends. But football just came for me — and I love playing.”

He is also increasingly a credit to Wenger, who has moulded him to the Arsenal way without curbing the soloist qualities, the pacy dribbling and scoring urge, underpinning Walcott’s talent. Those first eight months at Arsenal were about acclimatising, “training with world-class players, studying them off as well as on the pitch”, with Sol Campbell and Ashley Cole detailed to be his minders. Then came Wenger’s instruction to “become more aggressive on the pitch, running at players. And my final ball needed work”. His second season was marred by a congenital shoulder condition — the joint kept dislocating and, though Arsenal kept things quiet, word eventually spread and opponents targeted him. An operation corrected the problem.

Last season was about increasing his playing time, Walcott ending up with 39 appearances. Season 2008-09 feels like the true breakthrough. “The main thing I’ve improved is link-up play,” he says. “We don’t do many drills at Arsenal, training’s mainly little games with a tight pitch with limited touches and when the ball goes out another one comes in straight away, so there’s limited recovery. That’s why we play such quick football. When it’s two or three-touch you can’t use your dribbling and have to find different ways to get past people. I train against Clichy and it’s pretty difficult to run past him so you have to come short and spin or do one-twos. That’s improved my game. Playing wide, my game’s got to be about assists, with goals the bonus. In the future I see myself as a striker in a big man-little man combination.”

Clichy is his rival for the considerable title of Arsenal’s fastest player. “I’d have said he was quicker but we had the speed tests and I beat him. I was actually only three hundredths of a second off Henry’s record and that was set when he was in his prime. I’ll beat it next year,

definitely.” His 100m time? “Someone asked me yesterday. The New Orleans American football team trained here and they’ve a wide receiver who’s 6ft 5in, 200lb and runs 100m in 10.2sec. Unbelievable! I did 11.5sec when I was 14. I’d be under 11sec now, easily. I reckon I’d be around 10.6sec . . . so I won’t be an American footballer.”

Nobody is unhappy about that. At the Association game, hat-trick boots chilling by his England shirt, young Theo is doing just fine.