Talking to The NLP back in January as he drove down to the south-coast, he admitted he'd thought long and hard about whether to leave the comfier surroundings of an assistant manager job in League One to take the risk.
But, despite never playing or managing in the division, there was something in the former AFC Fylde boss' gut telling him it was the right thing to do.
"I won't lie, when I actually got down there, it was a bigger challenge than I thought it was," Murray says. "They were six points from safety and there was a little bit more work than I expected.
"Normally when you go in, you expect a little bit of a (new manager) bounce and we didn't get that even though a lot of work was going in on the training ground and analysis.
"So we didn't get the initial bounce of results you'd like to get but, at the same time, I was fairly confident we'd be alright.
"It's a really young group, we made some signings that helped. As I said to the owner, it was weird but because of the season the group had had, I didn't want to come out of the bottom group too early. They'd got used to being the chasers and trying to pick points up rather than a different pressure of having to win to stay out of the bottom.
"I'm not saying I planned how it worked out. I didn't. But it worked out perfectly in terms of coming out right at the end. A lot of the credit has to go to the boys. We lost one of the last 11. They took the messages on, we stayed up and now we've put ourselves in a really good place to kick on.
"My big thing was, if I can get it over the line, can we then be in a position to fight at the other end? And that is the aim."
Murray's had plenty of success as player and coach. From playing in the Premier League with Derby County to winning promotions at Oxford United and Mansfield Town, who he captained to the Conference title in 2013, before going into management at the Stags aged just 33.
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