McKay spent the closing four months of the season on loan at Morton to gain additional first-team experience and played in the humiliating 10-2 loss to Hamilton Academical on the final day of the campaign that led to the resignation of the manager, Kenny Shiels, in the wake of relegation.
The 19-year-old winger learned some hard lessons away from the cosseted lifestyle of a young player at Murray Park and some valuable ones about the standard of opposition waiting for Rangers that will no doubt be passed on to the coaching staff when he returns to pre-season training next week.
McKay has played against the teams in the Championship at all levels and points out that they possess much more in the way of a footballing ethos than many outsiders may give them credit for. With Hearts and Hibernian added to the mix for next season, he has predicted a dogfight that will require
"It's a really hard league," he stated. "Basically, every team could beat each other. "It's all about your form on the day, really. I think there are a lot of teams that want to get the ball down and play but there are a lot of physical players in there, too. It's a bit mixed. I've also played against the youth teams of these clubs and they drill passing football into them at a young age, so, when the boys go into the first-team, it's in their nature to slot in and play the way the first-team do. "I think it will be tough league for Rangers with the likes of Hearts and Hibs. Even without them in it, it would still have been difficult. You can't jump to conclusions by thinking 'this team will win the league' just because they are a big name. It is going to be a new challenge for us. Anything can happen. You just need to give yourself the best chance and make sure all your players are fit and focused when it starts.
"Every game will be tough, as the past two seasons have been as well. However, we're in the Championship now and there are Premiership teams dropping down as well so it will be even harder. It was good for me playing games in a league that Rangers are going to be playing in next season. The main thing was to go out and get games and that's what happened. I got great experience of the league and players who I hope to play against next season. Obviously, the way it ended wasn't the best, though."
That is quite some understatement. McKay played the full 90 minutes of that astonishing encounter at New Douglas Park and admits he will never quite be able to shake the bitter memories burned into his psyche from it. He gained some consolation after returning to Rangers and being part of the squad that won the Youth Cup in a penalty shoot-out against Hearts at St Mirren Park, but a little part of Morton's darkest hour is likely to remain with him until he hangs up his boots.
"I played in the Youth Cup after that and it kind of took the taste away, but you are never going to be happy about losing by that margin," he said. "Our performance wasn't nearly good enough that day. You can't really ever forget about the result that day. It will always be in the back of my mind, but you need to try and move on from it and not think about it too much or else it will hinder your performances in the future."
Last season proved to a learning curve for McKay in a number of different ways. He had broken into the Rangers side during their rise through the Third Division along with the likes of Lewis Macleod and Fraser Aird and was regarded as a player with a bright future at a club rebuilding from the bottom up.
However, he managed only a handful of appearances last term before falling out of the picture altogether and being farmed out to Cappielow at New Year. McKay, despite his tender years, arguably faces a crossroads in his career. Ally McCoist, the Rangers manager, has already brought Kenny Miller back to the club for a third spell and is widely expected to go with experience in a league shaping up to be a sizeable challenge.
Winning his way back into the manager's favour is not going to be easy, but he has already returned to full pre-season training on his own in an attempt to hit the ground running when he joins up with his Rangers team-mates.
"As far as I know, I am going to be at Rangers," he said. "I have been training on my own to prepare. I know people would say we work hard enough during the season, but I want to give myself the best chance possible of making an impact next season."