The only other occasion the cup has been hosted in New Zealand and Australia, in 1992, New Zealand made the semifinals - a familiar stopping point - ending with a tear-stained lap of honour for the players at Eden Park.
How to go a step further into uncharted territory. McCullum said planning began more than a year ago. Processes and the way he and coach Mike Hesson wanted to go about things were nailed down. They included the style of play they envisaged for the side and the personnel needed for the job.
Now that the leadup matches have begun, it's about small steps, not getting ahead of themselves.
McCullum boils the key elements down to three:
Momentum "It's about being consistent in your style of play. It's not necessarily about winning, but yes winning gives you confidence."
Depth "We've got to make sure if we lose one of our key personnel on the eve of the cup we've got someone we're confident can step in and still execute the game plan we want to head in with."
Expectations "That's going to be tough, dealing with the expectation of the World Cup in our own country. We know the expectation the guys in 1992 had to deal with and what it did for cricket in this country. We are going to have to learn to deal with that. Now couple those things with a bit of luck and we'll give ourselves a good chance."
McCullum says his group have discussed 1992. "What we talked about was the style of play, which captivated everyone. How they played the game, the emotion they put into the game.
"You knew they were going to be innovative, uncompromising and play with their hearts on their sleeve. That's why I think it's memorable, rather than the result of where they finished."
If McCullum looks at himself and the one element he must manage it is keeping focus on "the now".
"Just what's in front of us. It's such a critical thing. If we turn up even remotely not right for the cup because we haven't taken our opportunities along the way then we won't win it.
"But if we turn up absolutely trained to the minute, screwed down as a team and have everything the way we want it, then we're a big chance."
McCullum is not a selector. Hesson and general manager of selection Bruce Edgar are the men with the notepads. But it's fair to say McCullum will be involved in discussions.
There's an old line about leaders. They need to know and trust the men who walk through the gate behind them. There may be some robust debate over the odd selection but the likelihood, considering the time spent dwelling on the cup, is that the three won't be too far apart in their thinking.
"I have an idea of what I'd like, but it's not set in stone," he said of the players vying for selection.
"One thing I've always been hot on is don't long for those you can't have. Otherwise you're not doing justice to those who are there.
"As long as people are committed to what we're trying to achieve then we can work the skill set and find a way."
Talk for a while to McCullum and one thing stands out; he likes humble, doesn't really fancy big noters.
He talks of the way gifted batsman Kane Williamson celebrates his century; not the wild, bat-waving ways of, say, pugnacious Australian David Warner, more a modest raising of the bat, then back to business.
McCullum is confident there will be no issues keeping players grounded - or perhaps more accurately players keeping themselves grounded.
"If you look at the leaders in our group they're all humble and I think we've got nice guys in the group.
"You don't get too high when things are good; don't get too low when they are not so good, so I'm not worried about that. I think New Zealanders as a whole are pretty humble, emotionally stable people and that's what resonates with them."
One spinoff from the previous couple of sentences in McCullum's book is that his players will be able to handle the big moments, which, without slighting past teams, he thinks is something this group have over some of those who've gone before.
This will be McCullum's fourth cup, going back to 2003 under Stephen Fleming in South Africa. He's played 25 World Cup games with a spread of personalities and talents.
He believes one difference between what he hopes this squad will have and the past groups is the dynamic within.
Time was, as he put it, if you were an experienced older player you were almost automatically regarded as a leader. Younger players kept quiet.
"Some groups work fine like that but within this group that doesn't work. Some of our youngest guys are the strongest leaders.
"Kane and Tim [Southee] are great examples. Quiet guys lead in their own way, some are boisterous. That helps to get across to the whole group the consistent message being driven though."
New Zealand are off to the United Arab Emirates next week for three tests and five ODIs against Pakistan.
"I think getting away for a month might not be a bad thing. It gives another opportunity away from home to drill in what's important, then when we come home it's on. It's hard to be peaking for a long time, but when we come back we know we've got to push it."
He knows there will be hiccups. But he believes his group will be strong enough to overcome that.
Call it the McCullum blueprint for the World Cup. Stones won't be left unturned. It's all about giving New Zealand every chance, then we'll see if they're good enough to take it.
