It came when he was just learning how to skate as a youngster in Canada.
"My first memories being on the ice was that half ice. They had the big 4x4 wood beams laid across the blue lines, and all the kids just chasing the puck back and forth. It was a lot of fun," Dubnyk said. "I always looked forward to it. I think everybody would tell you the early-morning practices, as well, as I got a little bit older, is something that you never forget."
With kids of his own now, watching his children learn the game the way he did brings back a flood of memories.
His oldest, Nathaniel, is four years old. Devan and his wife, Jen, put him on skates for the first time last year.
"He seemed to enjoy it and picked up on it pretty quickly," Dubnyk said. "I made sure I wanted to get him on the ice this summer back in Kelowna (British Columbia) and he did well there."
This winter, Nathaniel will play on his first hockey team.
"I'm excited to get him on a team this year and see him chasing the puck around out there," Dubnyk said. "Also, hopefully, that leads into some outdoor lake time this winter, as well, because we have a few great hockey rinks around us.
"It's funny seeing how small he is with all the hockey equipment on. I feel like the proud dad. I think everybody feels that way; it's kind of my first feeling of watching him and in my head thinking he's so great at everything he does. He's actually a pretty good skater. I think he skates better than I did at that age, so I'm excited to see how he does. It's kind of my first experience of that proud dad sports moment. We'll see how I handle it."
In Minnesota, perhaps more so than any other state in the country, people remember their first time on frozen water.
Often times, it comes on a backyard rink or pond. Maybe it's a lake or river. But the next time you're at the rink, ask someone about their first time on skates. Chances are, they can share every detail.
One of those proud Minnesotans is goaltender Alex Stalock.
Stalock is known in hockey circles for his mobility outside of the crease. Watch an opponent send the puck the length of the rink, and watch as Stalock leaves his net to go chase it down.
Now imagine him on skates for the first time, whirling down the ice at Wakota Arena in South St. Paul.
"You'd start at a young age with what felt like 100 kids skating around the ice, pushing chairs or buckets or whatever it took," Stalock said. "I'm sure there were many falls for me, and it's something you always remember -- the cold toes, the cold hands, just always being cold. But it was definitely worth sticking with."
Wakota Arena is still standing, it just goes by a different name these days. Two years ago, it was named for former University of Minnesota hockey coach Doug Woog, who, like Stalock, is a South St. Paul Packer legend.
Stalock's wife, Felicia, is also a former Packer. Their children could be future Packers, a dream that is just now coming full circle. Their 2-year-old son is starting to lace up the skates with both mom and dad not far behind.
"Holding his arms up and him just gliding and feeling the ice is a pretty crazy feeling. Now you realize how hard of work it was for your parents to get to the rink, get your skates on, because it's not always easy," Stalock said. "With him, you can get his shoes on. But I think he enjoys it, spending time with me and his mom skating around the ice. I think he has fun."
While learning to skate, and eventually learning hockey, is a pastime in Minnesota, perhaps more than any other sport, it's a family activity.
Going to the rink, it's mom or dad who's driving. Once there, mom or dad is tying your skates. Once you're on the ice, it's mom or dad cheering loudly from the stands.
In that effort to highlight people's individual stories, the Wild began a new tradition this fall where fans from around the State of Hockey can bring in water from their own rinks, ponds and lakes; water is put into a Zamboni and used to make the Xcel Energy Center ice.
It's a tradition that is uniquely Minnesotan and one Stalock says has a chance to be pretty special.
"I think for Minnesota, it takes a whole other meaning," Stalock said. "Obviously, with Minnesota being the Land of 10,000 Lakes, so many people spend their summers up north at their cabin or their cottage. That's how they spend their summers here. I think that's what the idea is, is fans bring part of their summer here for the winter and have everybody become one and put everybody's different lake water on the ice and get back to the origins of where hockey started."
Homemade rinks have become a sort of craze, not only in Minnesota, but in other areas where the sport is popular.
Dubnyk played on a rink in his backyard in Calgary. In the same city, but a few years later, Matt Dumba did the same thing.
For him, the process of building the rink began when he was young and seemed to grow each and every winter.
"I really wish that we would've had pictures showing every year," Dumba said. "I remember off the start it was just the snow banks around the yard; my dad kind of stomped out what he wanted the rink. Then it grew to boards, then it grew to benches, there was netting from the local rink, we got nets from the local rink. It was amazing. We had floodlights so we could stay out there all night."
Now 23 years old, Dumba's memories from childhood come back every time he sets foot on the ice now.
"I think one of my favorite sounds in the world [is] when you first step on a fresh sheet of ice in the backyard and you hear that 'crack,' when you turn or just the weight of your blades on the ice, how the ice is kind of adjusting to you skating on it now, it's beautiful," Dumba said with more than a hint of nostalgia in his voice. "It's funny how you can get these emotions talking about a backyard hockey rink, but I lived a good 10 years on that rink."
Charlie Coyle preferred the the backyard ponds in his neighborhoods in Weymouth, Massachusetts. The problem was, he'd often have to wait. As a kid eager to get back on the ice, that was the hardest part.
"I just remember coming home from school every day and just going over to check and seeing if it was frozen yet. When it was, it was so exciting," Coyle said. "You'd run back home and get your skates and go back and just play till whenever. The good memories you have, they'll always stick with you."
While ice conditions on the pond weren't perfect, throwing the skates on and playing until you couldn't see the puck anymore is a memory every hockey player has.
"At times it was a little bumpy. At times, only half of it was frozen so you only got to skate on half of it. Sometimes you'd forget to take the net off after your done, and it gets to be a hot day the next day and then when it's frozen a week later, the net's halfway in the ice and we only had half a net to shoot at," Coyle said. "You had to make do with what you got, but it was still fun no matter what."
But whether it was the neighborhood arena, the backyard rink or the pond down the street, it's those days spent with friends that helped build a passion in every hockey player, especially the pros that skate in St. Paul many nights during the winter.
"As a young kid, that's all I ever wanted to do was be out there on the ice and be out there with my friends and my teammates, just passing the puck, shooting the puck around with them," said Wild rookie forward Luke Kunin. "That's where it all started for me."