The Scots assembled at their Aberdeen base last night to prepare for the first game under their new boss, a friendly against Estonia at Pittodrie on Wednesday night.
Although not all of the 28-man squad trained, Strachan's assistant McGhee revealed those that did displayed a nervous energy which had to be curtailed.
He said: "With that little bit of nervousness with a new manager and new voices, there was a great deal of enthusiasm to the point where at times we had to say 'calm down'.
"The early part of the little game we played was a little bit hectic because of that enthusiasm.
"So in that respect you can't fault them, those who were out there got on with it and it was good."
The highly-experienced McGhee, 55, jokingly claimed to have had an "out of body experience" on the training ground at Aberdeen Sports Village as he adapted to the role of number two to former Dons team-mate Strachan. Motherwell boss Stuart McCall was also present having been added to the backroom staff last month.
"Before every new job you have a certain amount of nervousness, you are getting to know players," said former Motherwell, Aberdeen and Bristol Rovers boss McGhee.
"For Stuart (McCall) and I it is a different role than either of us have been used to.
"It is not that long since I was coaching but in the first few minutes you hear your own voice, you hear yourself talking and you get a little bit of an 'out of body' experience because you are nervous about how you are sounding and then you settle into it and it is fine.
"And it has been a long, long time since I took a warm-up.
"I've stood and watched for however long it has been and you don't always take it in and when it comes for you to do it it is different but I enjoyed it.
"But whatever we do, whoever we play, and however we train, Gordon is the architect of that and Stuart and I are the civil engineers, we put it together, as it were.
"We are only there for Gordon and what happened today is what will happen.
"When it came to the part of the training that was appropriate to what we are going to be doing in terms of the game, Gordon stepped in and it was his input then."
While a new era for Scotland begins on Wednesday night, Strachan, McGhee and McCall have inherited some age-old problems.
The Scots have not qualified for the finals of a major tournament since the World Cup in France, 1998, and with two points from four 2014 World Cup qualifying games, it is unlikely that the Tartan Army will be in Brazil next year.
Former national team manager Craig Levein claimed in a recent interview that Scotland were going to "stay at the same level until we get better players".
However, McGhee begged to differ, saying: "One of the things you have to do at any level is score goals.
"I didn't go to a game on Saturday, I was at home watching the results come in.
"I think the first seven, first goalscorers in games were Scottish players, even guys who aren't in the squad like the lad (Craig) Bryson at Derby, and the lad (Rory) Loy is Scottish and above that (Chris) Burke, (Jordan) Rhodes and (Gary) Caldwell and (Shaun) Maloney went on to score.
"There seems to be a form about the players which is positive.
"I think if we can engage that in the game and take that club form in to the international game then we will be good enough.
"I think we have enough ability in the squad, it is now up to us to put it together in a way that gives them the opportunity to express themselves to the best of their abilities."
McGhee insists he will have no qualms about returning to Pittodrie, a place where he was a hero as a player but where he admitted his managerial stint which ended in December 2010, had been a failure.
"Pittodrie remains a positive place for me," he said.
"We are going back there not as club people but national coaches and we would expect the audience to be a national audience and therefore to get behind the team and get behind us.
"I have no fears that won't be the case."
Meanwhile, Scotland striker Jordan Rhodes is looking for some better fortune under new boss Gordon Strachan.
The Scots' hopes of reaching the 2014 World Cup finals in Brazil are all but over after taking just two points from their first four qualifiers to leave them bottom of Group A.
The Blackburn striker is looking forward to a new era under Strachan.
"I think we need a bit of luck to be honest," said the 22-year-old.
"When I was watching the games, particularly before I was even involved in the set-up, I was thinking a roll of the ball here or there or a decision by the referee...
"I think you can look back and see how many points are decided by the luck of the draw sometimes.
"Hopefully over the course of a certain amount of games or a couple of years, your luck changes and you do manage to get a goal or two more.
"But all you can do is keep working hard and ploughing on and hopefully your luck does change."