"I don't know what to say," Mickelson repeated as he prepared to leave Lytham two days earlier than expected.
Fresh off another disappointment—a sixth second-place finish at the U.S. Open last month—the American is back for another go on a links course as he plays the Scottish Open starting Thursday, a week before the British Open at Muirfield.
"It's still a challenge for me, still not something I grew up doing, still something I'm trying to learn as I continue through my career," Mickelson said Wednesday. "So I'm always cautiously optimistic."
Any self-belief must be in short supply whenever he flies to Europe—he hasn't won here in 20 years, since a victory in a second-tier Challenge Tour event in Paris in which he narrowly beat Steve Elkington.
But links golf is something that continues to appeal to Mickelson. And while Tiger Woods, Rory McIlroy and the rest of the world's top seven have headed to courses across Britain to prepare for the British Open in non-competitive conditions, the eighth-ranked Mickelson will be at Castle Stuart this week practicing his bump-and-runs and low drives into the wind with a title and prize money at stake.
Mickelson is a regular at the Scottish Open and came closest to winning it in 2007 when he lost a playoff to Gregory Havret.
"I think everybody has to find out what works for them to get ready for the big events," said Mickelson, one of only four Americans in the Scottish Open field. "When we moved the tournament from Loch Lomond to a links-style course here at Castle Stuart, I thought it ... enhanced the opportunity for players to play the week before and to get their games sharp for the British Open."
Mickelson has reasons to be optimistic. He says his driving and putting—what he claims have been the "weaknesses" in his game for the past five years—are now his strong points.
His decision to put five putting greens in his garden back home, all with different surfaces, appears to be paying off.
"Because I've been putting so well, I'm really looking forward to the challenge," he said. "I mean, I think that I'm optimistic it could be a little different."
Mickelson has had a difficult past month. Still coming to terms with the "heartbreak" of losing out to Justin Rose at the U.S. Open, he missed the cut at the Greenbrier Classic last week in his first outing since Merion.
Maybe a trip to Scotland, with his wife and kids in tow, will do him some good.
"Rather than look at it as a failure, I want to use it as an opportunity to take advantage of where my game has got in these last few months and try to have a great second half of the year," Mickelson said.
"They all kind of hurt for a while but then you kind of move on," he added. "I think it's one of those things where maybe at the end of my career and I stop playing, I'll look back on it a little bit more."
Mickelson plans to visit the local battlefields from the middle of the 18th century during his time in northern Scotland.
"I think it would be, for me, one of my greatest accomplishments to be able to conquer links golf and to win an Open Championship over here," said Mickelson, a winner of four majors but never the British Open.
"It's time to play now. It's time to shoot the scores and hit the shots that I've spent 20 years now trying to work on."