"I remember a long time ago when I started, Joe Sakic was our captain," Budaj recalled. "But he was also the first guy in the dressing room and he was always in the gym doing extra work.
"He didn't have to say much. He led with his actions and I think that's a true leader. I think that in leadership, you can show by example - what to do, how to act and how to prepare. Hopefully I did my part."
Now, Budaj hopes to give back to the game by teaching the next generation what he's learned from his time playing. Lessons in leadership, being a team player, and most of all, having fun.
"I just want to give back," he said. "I enjoy working with kids and there's a lot of young, hard-working kids out there, so I'm excited to help them."
Though it's only been a few months since he stepped away from the game, Budaj hasn't wasted any time.
He and his wife, Taylor, moved their family to Bozeman, Montana, to be closer to her father and begin his coaching career.
He started a business called
Budaj Blockers
, which helps youth goaltenders develop their on-ice and off-ice skills through camps, clinics, private lessons and team training.
Budaj will serve as an assistant coach for the Montana State University Bobcats, and will attend Kings youth hockey camps as a goaltending coach, with a trip to China on the books.
Instagram from @taylorbudaj: Happy Fourth from the Budaj's!!!
"So far, it's actually been great," Budaj admitted. "But you're going to miss the grind. People don't believe it when you say it, but you do, you miss the grind.
"You miss the locker room, you miss the guys, the camaraderie, the competition, trying to be the best every single day. But that's part of retiring. You know that hockey's only temporary, it's not a long career."
Even though it was a difficult decision to make, Budaj knew it was time to put his family first.
"We moved a lot in the last few years," he said. "It was getting difficult on the kids to move. My oldest one had to change schools several times. I think at this stage in my career it was the right move to retire and be a family man."
The Budajs decided Montana was the perfect place to raise their kids. They try to limit their kids' consumption of TV and video games, and prefer their family time is spent hiking, biking, fishing and playing outside.
When the kids aren't in school, the Budajs can be found out on the lake or grilling on the BBQ with a few of their family friends.
Instagram from @budaj31: Amazing First time on the water thanks to the Fletcher's #retirementactivities #surfing
"It's pretty special for me and me and my wife," Budaj expressed. "Honestly, we don't know what's going to happen in the future, but if we could, we're definitely going to try to make it our permanent home.
"As for me, I'm going to stay active, watch my kids' games, and spend as much time with them as possible. I'll take them out on the ice and give them the opportunity to develop the love for the game that I had."
Though his time in the NHL may be done, he can offer one piece of advice to those still playing: Just enjoy it.
"Work hard, have fun with your friends and enjoy the privilege of playing in the NHL," he said. "It's a special opportunity that most people would do anything for.
"It's a beautiful ride… and it's going to go by fast."