The former Liverpool midfielder and ex-England Under-21 manager took over less than 24 hours after Big Sam's shock decision to quit.
And one of his first tasks was to break the news to his new players.
Indeed, he may have to persuade some that their future lies at the Reebok, unlike that of their former boss.
Skipper Kevin Nolan, who recently signed an extension to his contract, was very close to Allardyce.
"I would expect there would be a reaction from the players," said Lee.
"But I'd hope they wouldn't want to leave," he insisted.
"Every manager has to stamp his identity on any given situation.
"There are things I would like to try and influence. I wouldn't like to think I'm going to be a clone.
"Anyway if you look at me there is no way I can be a clone.
"We've got a distinctive playing style that hasn't always been appreciated.
"We feel we play efficient football and I'd like to think that can be exciting.
"But my brand of football will develop over the months and hopefully years.
"Sam is a very tough act to follow but I came into this club asking one day whether I would be considered for the job if he ever left.
Not daunted
"So, there's no point in me being afraid of it. When I say I'm not daunted, I hope it doesn't sound arrogant.
"But I've never been daunted by anything in football. I've always wanted to face challenges.
"I've worked under some great managers, I've done all the badges and the courses. All I've not done is manage a club. This is my final step in my education."
Lee hasn't signed a contract but chairman Phil Gartside says: "Sam has got as long as he wants in the job.
"The longer he's in the job the more successful he will be.
"I want to keep my reputation as never having sacked a manager."
Lee added: "Phil has told me the job is mine for as long as I want it, so I'm going to tell him 10 years.
"I just hope I don't give him any reason to sack me!"
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