The sting of the double-overtime loss in Game 5 of the Stanley Cup finals is mostly gone. However, don't think for a second that it is forgotten by the New York Rangers.

When you play for the championship for the first time in 20 years, falling short surely sticks with you.

In the big picture, last season was a rousing success for the Broadway Blueshirts. They endured three grueling playoff series in their stunning run to the finals under first-year coach Alain Vigneault and quickly removed any lingering fallout from the dismissal of combustible coach John Tortorella.

Still, getting that close without completing the journey is tough to get over.

"It took me a while," star goalie Henrik Lundqvist said. "But then I started to appreciate everything that happened throughout the year. I don't always think about the ending. I tend more to think of all the good moments we had."

The Rangers outlasted the division-rival Philadelphia Flyers in seven games in the first round, and then erased a 3-1 series deficit against Pittsburgh in the second round to win in seven again and reach the Eastern Conference finals.

That series against the Montreal Canadiens, Vigneault's former team, was a tense one, too, but the Rangers prevailed in six — winning the final game 1-0 at raucous Madison Square Garden.

New York hasn't won the Stanley Cup since captain Mark Messier delivered the promised championship in 1994, ending the Rangers' 54-year drought. That was true pressure.

"You feel like everything is moving in the right direction here, and it's a good feeling to have a training camp in New York," Lundqvist said. "It's been a while since we had some quality time at the rink and can work every day on the details, so I feel pretty good."

Whether the stress will rise inside the Rangers' dressing room now that the team has given its fans a new taste of expectation remains to be seen.

So far, Lundqvist is sounding as calm as he usually looks in his crease.

"I don't think there's any more pressure on us now than last year," he said. "I think we're contenders. I thought we were contenders last year."

Major changes occurred since the finals ended in June.

Brad Richards' contract was bought out and he headed to the Chicago Blackhawks. Veteran defenseman Dan Boyle was brought in to help quarterback an up-and-down power play, and Rick Nash has come into camp looking fit and determined to have a fine third season with the Rangers.

Some grittiness, however, was lost in the departures of veteran forwards Brian Boyle and Derek Dorsett. Still, the Rangers are trying to treat this season like any other.

"You should have the same mindset," Lundqvist said. "If you do everything right and you get where your game needs to be and you get the bounces along the way, we can do it.

"Our mindset is going to be very important when you have a long season. You need to reset and start over."

Here are things to watch in the Rangers' season that begins at St. Louis on Oct. 9.

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COUNTING ON THE KING: It is no secret that the goalie is often the key to a team's success, but that is even truer for the Rangers, who rely so heavily on Lundqvist.

Now 32, Lundqvist is entering his 10th NHL season — all with New York. He is the first NHL goalie to win at least 30 games in eight of his first nine seasons, and he became the Rangers' winningest goalie with No. 302 and the shutout leader, as well. He also made at least 40 saves in three finals games. Los Angeles' margin of victory was so small that the Kings needed overtime for three of their wins — including two in double overtime.

Lundqvist's mind can also be eased as he starts a seven-year, $59.5 million contract extension.

"I think for every game you play right now you get closer to your level," Lundqvist said. "You still make decisions out there that you're not happy with, but you learn from it. It's a reminder, every practice and every game right now, on how to do things and how not to do things."

CALLING ALL CAPTAINS: Coach Vigneault has held off in choosing a new captain to replace Ryan Callahan, who was traded to Tampa Bay for veteran forward Martin St. Louis at last season's trade deadline. He went with a trio of alternate captains, and one will likely ultimately be picked to turn in his 'A' for a 'C.' The odds-on favorite is emerging defenseman Ryan McDonagh, who is expected to be a stalwart on the Rangers' blue line for years to come. Fellow defenseman Marc Staal is also a serious candidate, but his unsettled future contract situation could prevent him from getting the call.

NEW NASH: Nash heard boos during a personally disappointing time in the playoffs. While the team had success, he was limited to just three goals and 10 points in 25 postseason games. The 30-year-old power forward has four years remaining on a very lucrative contract. Nash had 26 goals in 65 games last season, five more goals than he had in his Rangers debut the season before.

UP FRONT: It will be interesting to see how St. Louis fares over a full season with the Rangers now that he is 39. He was an inspiration to the team after his mother's death in the playoffs, and will be a strong veteran presence who can take pressure off of Nash and the other forwards. His combined 69 points, with the Lightning and Rangers, topped New York — 10 more than Mats Zuccarello, who was two points in front of Derek Stepan.

Stepan is another potential emerging star, but he will be sidelined for at least a few weeks after breaking a leg during training camp.