The sting, though, didn't arrive until midway through the second half.
Ryan Giggs finally provided it with Wayne Rooney delivering the knockout blow in the most comfortable game of the season for Sir Alex Ferguson's side.
It finished 2-0. 10-0 would have been a fairer reflection.
It was embarrassing for Schalke and in many ways for the competition itself.
Remember, this was a Champions League semi-final, they aren't supposed to be painful to watch.
At this stage of the competition, you want to see two heavyweights of the game slugging it out. You don't want to witness a mis-match like this.
Agreed, Manchester United took control of the first leg in Gelsenkirchen and didn't let go. It was a powerful, professional job from Ferguson's team.
Full marks to the Red Devils, who are on their way to the final at Wembley.
But Schalke — they were shocking, offering absolutely nothing.
Give them credit for getting this far — it's amazing to think they hammered holders Inter Milan in the last round — yet in last night's first leg, on their home patch, they were overawed and overwhelmed as United ripped them apart.
Only one man stood in United's way — Manuel Neuer, the goalkeeper supreme, who enhanced his glowing reputation.
No wonder just about every big club on the planet, including United, is chasing him.
Neuer is leaving his hometown side in the summer. The likely destination is Bayern Munich, though surely Ferguson will make one last attempt to sign the stopper if he can't persuade Dutch veteran Edwin van der Sar to put off retirement for another campaign.
While van der Sar could have got his pipe, slippers and rocking chair out last night, 25-year-old Neuer was busier than a German barman during a Bavarian beer festival.
Neuer's hero is former Schalke goalkeeper Jens Lehmann, who himself delivered a few stunning displays against the Red Devils when he was at Arsenal — first time around.
Lehmann, not the easiest man to impress when it comes to his fellow goalkeepers, will have applauded how Neuer kept the tie scoreless for so long.
He was a wall that the visitors could not get get past, saving superbly on countless occasions.
Even he though was forced to surrender — the rest of his team did that in the tunnel prior to entering the field — when the marvellous Giggs broke the deadlock latching on to a Rooney pass. Rooney, himself, scored moments later to banish memories of his last big game in Gelsenkirchen.
Then, playing for England, full of frustration he acted like a fool stamping on Ricardo Carvalho getting himself sent off against Portugal in a World Cup quarter-final.
The only way he was going to get frustrated last night was if United kept missing chances.
They were incredibly wasteful at times.
Eventually the breakthrough came and now United are assured of a shot at winning a fourth European Cup.
They still trail fierce rivals Liverpool, who have five, but by the time they walk out at Wembley they should have won a record breaking 19th domestic title. I've a feeling Scousers watching on television will be reminded of the fact.
Chelsea supporters and players, still feeling they have a faint chance of overhauling United in the Premier League, were hoping that the semi-final games with Schalke would take a lot out of Ferguson's team. They hardly broke sweat in the first leg and they could play the reserves in the second and still win with ease.
It would save everyone a lot of time if Schalke didn't bother turning up at Old Trafford next week — a bit like last night then.
United supporters will, quite rightly, be celebrating today.
Not least because they can now have the final Wembley say on their noisy neighbours.
When United left the new stadium following their tough to take FA Cup semi-final defeat to Manchester City earlier this month, there was a steely determination in red ranks to return to the famous venue.
May 28 was the date marked down in imaginary diaries in their heads. City can have the FA Cup, they thought — we'll take the Champions League decider instead.
That's how United will finish the season.
It'll be a lot tougher than their semi-final stroll against the clueless Germans with La Liga giants Real Madrid or Barcelona ready to take them on.
United v Real or Barca. Now that will be a heavyweight clash.
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