"I mean, I've got a good group of guys in here that kind of support me," said May after the White Sox finished their first homestand with a 2-3 mark. "They've all been there before. You just have to keep pushing and keep working every day. Just keep learning and working and getting better.
"In the beginning, I put a little bit of pressure on myself. But as I got more and more comfortable, I've realized it's just a game and you have to keep working and it will come. It's just one of those situations where it's a little bit tougher."
May does not stand alone in regard to the learning curve within this team. Look at the eighth inning on Sunday for a more specific example.
Two walks and Tim Anderson's single loaded the bases for the White Sox with one out against Matt Belisle, with Matt Davidson at the plate as the tying run. Davidson connected Thursday for a three-run blast to left-center and was trying for the same result on this occasion. But the 26-year-old with 98 career plate appearances and 11 with the White Sox struck out swinging on four pitches.
Yolmer Sanchez also struck out against closer Brandon Kintzler to end the eighth as the go-ahead run.
"Matty was in the situation where we need him to just put a really good swing on a pitch," White Sox manager Rick Renteria said. "He was trying to put a good swing on a pitch and run into one. And it wasn't that he was trying to hit a homer, just putting velocity and impact and determination into his swing."
"The last couple innings got pretty hectic," Minnesota manager Paul Molitor said. "The White Sox put some pressure there with the bases loaded and then the hit batsman. But we got through it."
May had a chance with runners on first and third, two outs and the White Sox down by two in the seventh. But he grounded out to second baseman Brian Dozier against Ryan Pressly.
Any team going through a rebuild is going to have its share of growing pains, as general manager Rick Hahn has addressed. The same of course is true for the individual players.
"One of the most important things about baseball is staying confident," May said. "I work on it every day and reassure myself I'm confident in my abilities."
Scott Merkin has covered the White Sox for MLB.com since 2003. Read his blog, Merk's Works, follow him on Twitter @scottmerkin, on Facebook and listen to his podcast. This story was not subject to the approval of Major League Baseball or its clubs.