On a daily basis, Gonzalez picked the brain of the 65-year-old veteran, who has experienced it all at the managerial level.
Now, at age 43, Gonzalez finds himself in position to make the tough calls and decisions as manager of the Florida Marlins.
Gonzalez and Cox remain close friends who speak regularly. The advice Cox gives Gonzalez is to trust his convictions.
"He's 65 years old and he's done it for so long," Gonzalez said. "When we talk, we never talk about specifics. He'd say, 'Just go with your gut feeling.' We talk all the time, and not necessarily about baseball. It's good to know that you can pick up the phone and, if you have a question about anything, you've got a guy that's probably gone through everything a bunch of times.
"He's got a lot of experience. I'm sure he can get away with stuff a lot of first-, second- and third-year managers can't get away with."
Hired last October to replace Joe Girardi, Gonzalez embarks on his first big-league managerial assignment. The Marlins officially opened Spring Training on Saturday morning, with pitchers and catchers taking their physicals.
The first workout is Sunday at the Roger Dean Stadium complex.
Born in Cuba and raised in Miami, Gonzalez is returning to his South Florida roots. He attended Miami Southridge High School. And he was the first manager hired in the Marlins organization when they were an expansion franchise. In 1992, he managed the organization's Class A Erie club.
Gonzalez has extensive Minor League managing experience, compiling a 628-596 career record. In 2002, he managed the Braves' Triple-A Richmond squad.
As he puts his stamp on the young Marlins, Gonzalez projects to be a leader who listens and delegates. But when a decision needs to be made, he clearly will take charge.
"I think the good leaders have the pulse of that clubhouse," Gonzalez said. "That's where good coaches come in handy. For example, a pitcher may tell [pitching coach] Rick [Kranitz] that there was a death in the family or something. Rick may tell me, 'You may want to talk to so-and-so because his grandfather is not doing well.' You, as a manager, you've got to find a time in that day to come over and ask the guy, 'Is everything OK?' You have to have that openness with the players. You've got to know what's going on in that clubhouse."
Another point Gonzalez is driving home is he wants to bring out the best in each player.
"The big thing is, the players, they've got to know that the coaches and manager are in it for them," he said. "We're in it for them to be successful, for them to be All-Stars. I don't want my name in the paper. I don't care if I win Manager of the Year every year. That doesn't turn me on. It's nice to be recognized, but that doesn't turn me on. I'm in it for these guys to be All-Stars, Hall of Famers, batting title champions, Cy Young Award winners, those types of things. I think that if the players know that if you are in it for them, you'll get a lot more out of them."
To connect with players, Gonzalez stresses the importance of honesty.
"I think honesty is No. 1," he said. "Truthfulness. Maybe they are not going to like the truth. But if you walk into my office, I'm going to tell you how I feel. If you don't want to know the answer or know the truth, don't walk in.
"If I don't know the answer to your question, specifically, I'll find out and get back to you. But I can lay my head on the pillow at night knowing I didn't tell a guy something just because he wanted to hear it. I think the players will know exactly where I stand, and my feelings, when they ask the questions."
Coordinating the baseball aspect of the game, Gonzalez maintains, is the easy part. He's been involved in Spring Training camps for a number of years.
Gonzalez is replacing the 2006 National League Manager of the Year. While Girardi led the team to a better-than-expected 78-84 season, he had a disconnect with the front office that resulted in his dismissal.
A message Gonzalez is giving to the club is to keep progressing and not rest on their 2006 laurels.
As manager, Gonzalez understands he takes on new responsibilities. With his title comes dealing with players' personal issues, mapping out game strategies, working closely with the front office and dealing daily with the media.
"There are going to be a lot of firsts for me, at the Major League level," he said. "For example, there will be the first time you get ejected. There will be a first time when someone will come in and say, 'Hey, we're thinking about trading this guy.' There are going to be a lot of first times for a lot of different things. I've done all that stuff in the Minor Leagues, but I have never been involved in that on the Major League level."
As a former coach, Gonzalez wants to make his staff feel as comfortable as possible.
"I talked to all the coaches and I told them, 'I'm not looking over all your shoulders and asking questions to see what you're doing.' I'm not that type of guy," he said. "I didn't like it when I was coaching certain positions. I'm giving them the whole, 100 percent responsibility to work their positions. The position coaches, the hitting coaches, the outfield guy -- 'Hey, this is your baby, you go and do it. You just let me know what's going on and I'll support you 120 percent, all the way to the hilt.' I think that's what good leaders do. I think that's what successful managers do. You trust them to do their work."
Joe Frisaro is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.