Since none of them had ever been on a space odyssey, their testimony seemed suspect. But you could see what they were getting at. It was, at least by East Lothian standards, a humungous edifice, to the Scottish Lowlands what the pyramids are to the Egyptian desert, dwarfing the nearby fishermen's cottages and – depending on where you approached it from – obscuring natural landmarks in the county, such as the Bass Rock and Traprain Law.

To most eyes it was also unspeakably ugly. Box-shaped and utilitarian, it boasted two tall chimneys which rose like giant redwoods and which you could see even when you were rambling in the Lammermuirs. Out of these vertiginous stacks black smoke poured day and night, which is one reason why, in 2005, Cockenzie was named by the World Wildlife Fund as the UK's least carbon-efficient power station.

By then, however, it was nearly 40 years old. Now it is no more, having been closed down a few days ago by ScottishPower. Not that this was unexpected or sudden. Those of us who have lived for decades in its lea have known for a long time that Cockenzie was unsustainable, that it had outlived its usefulness. Friends who worked there spoke darkly of what would happen if it failed. All lights would go off and storage heaters would be no warmer than fridges.

History will record that Cockenzie was the last of the coal-fired power stations. Indeed it was built on the site of a former colliery and underneath it were mines which ran deep into the Firth of Forth. Thus its location made perfect sense. A few miles to its south lay the rich coalfields of Midlothian and initially it was those that supplied Cockenzie with the fuel it needed to keep going. But as they eventually and inevitably shut down coal was imported from further afield, first from Fife, Ayrshire and Lanarkshire, latterly from Russia.

My father worked for the National Coal Board so I was kept abreast of developments in the industry. I knew, for example, how much coal (and of what variety) was stored at Cockenzie, which would ensure it continued to function in the event, say, of a lengthy miners' strike. Once, I was offered a tour of it and to my regret I declined. I would have loved to have seen where all that coal was going.

What I do know, however, is that the ash it produced was used to create lagoons between Musselburgh and Prestonpans in what is surely the most ambitious reclamation project in the country. Huge tracts of land were walled off and eventually filled in with waste from Cockenzie. This took decades and is yet to be completed. For many years the landscape looked like Pompeii after Vesuvius erupted, covered in dusty ash which anyone inclined to walk on it was warned was "active". To stabilise it trees were planted and in time they propagated and before you knew it there was a near-impenetrable forest.

Today, the lagoons are described as a playground. There is a heart-shaped pond which is popular with youthful kayakers, middle-aged men racing remote-controlled yachts and sealskinned swimmers. And there are empty fields and well-trodden paths where it's possible to imagine you're in the heart of the countryside when actually you may be standing in the very place Johnny Cope rested after losing the Battle of Prestonpans.

Best of all there is a nature reserve which attracts birds whose names I love – Slavonian grebes, red-throated divers, Wilson's phalaropes – but which I couldn't identify in a parade let alone through binoculars. Facing the Forth there are a few concrete hides, with slits through which twitchers poke their cameras at exotic visitors as nervy soldiers did during the Second World War at non-existent invaders further along the coast. This was not what we expected Cockenzie's legacy to be when all the talk was of waste and pollution and the effect on human health, but that's what it is, thank goodness.