McHale faced a shot from Capitals forward Alex Ovechkin in warmups.
"I was hoping no one saw that. Ah, pretty star-struck," McHale said. "And then star-struck for the next three or four after that until I kind of settled in and the guys said a couple of things to me."
Copley's mask came off in the first period after a shot by Jets forward Brandon Tanev.
"I was thinking, 'Get that thing on as fast as you can,'" McHale said.
McHale (6-foot-7, 200 pounds) was the emergency backup for the Colorado Avalanche for the third period of a 6-2 loss to the Jets on Feb. 16, after Jonathan Bernier entered the NHL concussion protocol following the second period. McHale, who said he is one of five emergency backups available in Winnipeg, did not play.
"The other time was with Colorado and it was kind of late in the game, so it was a little bit of a different experience than getting the whole pregame experience and all that," McHale said.
Last season, Scott Foster, a 36-year-old accountant who played goalie at Western Michigan University, made seven saves on seven shots against the Jets for the Chicago Blackhawks on March 29. Chicago won 6-2.
Copley made 21 saves in his second straight start for Washington. He made 26 saves in a 5-2 win at the Minnesota Wild on Tuesday.
Capitals coach Todd Reirden said they are not sure if a goalie will have to be recalled from the minor leagues to take Holtby's place on the road trip, which continues at the Avalanche on Friday (9 p.m. ET; ALT, NBCSWA+, NHL.TV).
"We're going to evaluate again and he's going to get looked at again tomorrow morning and see how he's reacting to some treatment he's getting," Reirden said.
As with all visiting backups at Bell MTS Place, McHale did not sit on the Capitals bench, but instead was stationed at the end of the tunnel to the visitors dressing room, across the ice from their bench and in the corner.
"The anthems were definitely a lot different at ice level than in the press box, that's for sure," McHale said. "I think the biggest thing is that every guy in here was so nice to me and made me feel so good. Just to be a person is a really important piece of what hockey players are. This was a pretty successful team last year, so to be welcomed in like that in a bit of a crazy situation was a pretty nice feeling."
NHL.com staff writer Tim Campbell contributed to this report