Sage has taken charge at Palace during the most successful period in the club's history, arriving with the responsibility of building on that progress while adapting to the demands of English football.
His first months have already involved integrating players returning at different times following the World Cup, overseeing pre-season camps in Italy and Germany and becoming familiar with a new training ground and workforce.
He has also worked closely with the recruitment department following a busy transfer window that brought six first-team additions.
Yet Sage insists he is not intimidated by the scale of the challenge.
“It's a big challenge coming to Palace,” Sage said.
“But if we want to achieve incredible things, we have to consider this challenge as an opportunity.”
The Frenchman has taken an unconventional route into Premier League management.
Unlike many of the game's leading coaches, Sage did not enjoy a professional playing career and had to work his way through the French coaching system.
“I never considered coaching in the Premier League as a reality because, in France, when you're not a professional player, it's really difficult to get on coaching courses,” he explained.
When Sage obtained his UEFA A Licence, he was just 25 years old.
“I had to wait. I went to Spain, Switzerland and Portugal to gain opportunities, and in the long run that's helped me,” he said.
Those experiences gave him a network and perspective that extended beyond France.
“It opened some doors, so now, I don't only have contacts and knowledge from France, but across Europe.”
His career subsequently moved from the amateur game to the professional level, eventually taking him to one of France's biggest clubs.
“Plus, I went from working for an amateur side to working for one of the biggest professional clubs in France,” Sage said.
“This was an incredible thing and has given me belief. People would have said this is more or less impossible, but it shows everything is possible in football.”
That journey has shaped the way Sage views the pressure attached to his current role.
When he was appointed Palace manager, he described the pressure as positive because success creates a desire for even greater achievement.
Now, he is attempting to bring that mentality into the Premier League.
“I came from the bottom and now I'm here,” Sage said.
“I just want to give my best. The pressure is on giving the players the best possible session I can give, every day.”
His approach reflects the path he has taken throughout his career: focusing on the daily work rather than the reputation attached to the job.
At Palace, that means developing the squad, incorporating new arrivals and ensuring that the club's recent success becomes a platform rather than a burden.
For Sage, the challenge is substantial.
But it is also precisely the kind of opportunity that his unconventional journey has prepared him to embrace.