Ferguson joined United in 1986 with the club not having won a league title since 1967, but almost 27 years later he left Old Trafford with 13 Premier League titles, five FA Cups, four League Cups and two Champions League titles to his name.
New manager David Moyes has made a slow start to life as Ferguson's successor, but the 71-year-old Scot hinted that his compatriot needs to embrace the expectation on his shoulders.
"The thing about coming to a club like United is you can never get away from the expectation and I learned about that quickly," Ferguson said at a question and answer session in Manchester.
"I spent a lot of stupid time looking at history, getting out early results from the 10 previous seasons and it was doing me no good, I was getting nowhere with that.
"I learned you had to look at your own situation. Winning a trophy at any time is important at this club."