"I think I was around 12, 13-years-old and it was a great experience being here with my dad when he was here," Pena, 24, said on Tuesday after being called up from Triple-A Omaha.
Things have changed since then, of course.
"I remember it used to be different. It's very modern, real nice and it's real nice to be part of it as a player now," he said.
Although Pena spent seven years in the New York Mets' Minor League system, he never made it to the Major Leagues, but he made his big league debut in Tuesday night's 7-6 loss to the White Sox.
He entered the game in the ninth inning after catcher Brett Hayes was taken out for a pinch-hitter. He caught Casey Coleman's scoreless ninth inning and, to top it off, threw out Adam Eaton trying to steal with a strong peg to second baseman Pedro Ciriaco. But he admitted he was nervous.
"At the beginning, I thought I was going to puke," Pena said. "But I took a deep breath and said, 'OK, you're here. Just have fun like mom and dad always said.' To be honest, I don't have words to describe it. It was a real nice moment and we were close in the game so I just concentrated on trying to win the ballgame."
Telling the rest of the family about his promotion on Monday night was a joy as well.
His brother, Tony Pena Jr. or "T.J.," was a shortstop with the Royals from 2007-09 while Francisco, or "Frankie," was just starting his pro career as a catcher. T.J. turned to pitching and now has a 2.04 ERA in 17 games as a reliever for the Laguna Vaqueros in the Mexican League.
"I enjoyed seeing him play here, and I hope now he enjoys seeing me play here. He's still pitching in Mexico and doing real well. He almost cried yesterday when I told him the news," Frankie said.
"My heart started going real fast. Brian Poldberg, our manager, called me. And the first thing I did was call my dad and then called my mom and none of them believed me. They thought I was joking. It's a great, great feeling and there are no words to describe it."
Pena was a chunky youngster when his dad, now a Yankees bench coach, was managing the Royals. He occasionally took batting practice at Kauffman Stadium.
"I used to hit BP here and hang around, and guys used to tie me up," he recalled. "Mike Sweeney used to be here, a real, real nice guy, and I was always running around, always in the kitchen eating."
For Omaha, he's already matched his one-year high in home runs with nine.
"I'm trying to get a good pitch, just working hard and working on my body, trying to stay healthy and trying to do every little thing that they asked me to do," he said. "And just try to hustle every day."
His Omaha teammates kidded him about being a natural for the Pacific Coast League.
"Now, the guys call me PCL Pena but it's fun. I'm not trying to hit them, I'm just putting a good swing on the ball and they're just going out," Pena said.
He'd rather be known for what he does in the American League, of course. It's been a long time coming.
"I thought it was going to come and it did come," Pena said. "It's a dream come true and I'm here and I can hopefully help the team."