"It'd be a bit silly to change, wouldn't it," the New Zealand captain grinned. "I'm not planning on changing. To try to play like anyone else would be foolish."
So expect the dancing feet to be on high charge when the New Zealand innings starts and, to extrapolate that, be prepared for McCullum to be as aggressive as he, and his team, have been on their giddy ride to the World Cup final.
Going into the tournament, it was determined being as assertive as possible - whether in strokeplay early in the innings, or packing the slips cordon for swing kings Trent Boult and Tim Southee - represented their best chance of success.
And so it's proved, and often spectacularly. But there's more to this New Zealand team than specific elements. There is a belief, and confidence, that they can match, and beat, anyone.
Temper that with respect for the opposition, and as Australia have got onto a roll since losing by one wicket at Eden Park at the end of last month, and are No1 in this form of cricket, it'd be dopey not to.
New Zealand have the world's No1 rugby team, and McCullum agreed that being compared to the All Blacks in terms of the swell of support in the last few weeks was "immensely satisfying".
"The country is captivated back home but we've got to keep building on that."
Then, almost in a moment of letting his guard down, he muttered, "Jeez, it would be nice to win it and see things go up another gear".
He is adamant, just as his counterpart Michael Clarke is, that "we know if we go about our work in the same way, if we play well, we'll be hard to beat".
And he quipped that "it's probably no secret most other teams around the world would probably prefer New Zealand to win, not Australia, so I'm sure we'll get a smattering of support".
The last was in reference to the anticipated 100,000 crowd, mostly decked out in yellow and green.
The dimensions of the MCG don't faze the New Zealand players. Suck it up and savour the occasion, is McCullum's message.
He admitted he had a thought on what he'd prefer to do if he wins the toss, but wasn't making it public yesterday. He wants to see the overhead conditions today, but likes the look of the pitch.
"Whether we bat or bowl first, for us it's more about belief than the absolute necessity to bat or bowl first."
If they bat first - and Australia are sure to do that if they win the toss - a fast start, good consolidation and a rousing finish are paramount. With the ball, they'll want one more early burst from the seamers, one more squeeze play from Daniel Vettori and a tight-fisted effort to close it out.
The fact Australia are keen to revive the Chappell-Hadlee Trophy is a direct result of the way New Zealand have played their cricket. Everyone likes winners.
All that remains is 100 overs today. The notion that teams must experience a final before they can win one is poppycock. New Zealand have it in them to prove that.
And as McCullum pointed out, "We are not afraid of losing. For us, we think about what we can achieve."
- by David Leggat
