And he was smiling the whole time.
"I don't think I could be in a better place," Pena said.
Position players must report by Friday, and with Pena's arrival, the only ones missing from Cubs camp are Kosuke Fukudome, Aramis Ramirez, Alfonso Soriano and Starlin Castro. Catcher Max Ramirez had visa problems getting out of Venezuela, but was expected Friday.
Pena couldn't wait. He actually got a head start in January with Jaramillo, going to Dallas for a one-week tutoring session in hopes of erasing the .196 batting average next to his name in 2010.
"Working out with Rudy was definitely the right thing to do," Pena said. "It was a few hours a day, non-stop, and it was tiring, but we got a lot of work in."
Jaramillo, who worked with Pena when they were together with the Rangers in 2001, stressed simplifying the swing.
"Sometimes you overthink things and that can really damage us in many ways, and not only if you're a baseball player, but in anything you do," Pena said. "I think overthinking things cripples your talent. He wanted to bring things back to basics and keep things simple as possible so the natural talent can go out and blossom."
Despite the drop in his average, Pena has averaged 36 homers in the last four seasons and hit 28 last year with the Rays. He hasn't set any goals as he switches to the Cubs and the National League.
"I just want to be me," said Pena, a career .241 hitter, who did hit .282 in 2007 in Tampa Bay. "I think sometimes when you put number goals, you might actually be putting a limit on yourself. I don't want to limit myself and at the same time, I don't want to put pressure on myself. My goal is to make sure I stay committed to my plan every single day and that I come out and play with all I've got every single day with all my energy, enthusiasm, good attitude and leave it all on the field on a daily basis.
"When you pack 162 days like that, one on top of each other, at the end of the year, you should look at your stats and be very happy."
The Cubs signed Pena to a one-year, $10 million contract, and many in Chicago were buzzing that he's just keeping first base warm for Albert Pujols. The Cardinals and their super slugger were unable to reach an agreement on a new deal before Spring Training began, so naturally, Cubs fans want Pujols on their team, no matter what the cost.
Pena hasn't paid any attention to the talk.
"I'm just happy that I'm here today," Pena said. "I don't think too far ahead into the future. Hopefully, things will work out for the best for the team and for me. To think too far ahead I think is kind of silly and can only hurt the team and can only hurt me. I'm not thinking too far ahead. I'm just happy to be here."
He did watch some of Pujols' news conference from Florida on the television in the weight room.
"I haven't given it enough attention for it to be amusing to me," he said, laughing. "I'm here, I'm a Cub today and I'm going to embrace that."
On Thursday, Pena and Tyler Colvin took part in drills at first base. The Cubs are hoping the Gold Glove winner can help tutor Colvin. Both are left-handed, so both can relate to angles and positioning.
"I look forward to being able to take some ground balls and pick his brain," Colvin said. "He's got the Gold Glove -- why not?"
Colvin will play first base in Cactus League games. They don't expect Pena to play 162 games, even if he does. Colvin hasn't played there regularly since high school.
"I'll get back into it," he said. "I need to see something game speed because that's what I haven't seen in five-plus years. Ground balls are ground balls, but having a lefty [hitter] hook one down the line is different than having someone hit a fungo."
One thing Pena hasn't experienced yet is Wrigley Field. He has never played there and says he's expecting goosebumps. On Opening Day, he starts anew.
"That's when I'll understand what being a Cub really means," he said.
Carrie Muskat is a reporter for MLB.com. She writes a blog, Muskat Ramblings, and you can follow her on Twitter @CarrieMuskat. This story was not subject to the approval of Major League Baseball or its clubs.