Thorn has gone on record saying he is scared about leaving the regimented security of the professional game after spending more than half his life playing it.
The consensus is that McCaw will call it quits after the next World Cup, which is less than 12 months away, to pursue his many other interests, including aviation. He has said many times that playing for an overseas club holds no appeal.
There will be options, but also doubt for McCaw, who led the All Blacks to World Cup success in 2011 despite the pain of a broken foot after two failed attempts in 2003 and 2007.
The key, he says, is to retain a sense of excitement about the new challenges ahead.
"With this being a team, there is a big empty hole that gets left [on retirement] so that's something you have to deal with," he says. "Perhaps some guys don't handle that well, which is understandable.
"I think you have to look at it like this - a lot of people change what they do during their lives. It's a big decision to do that. In a sense we're lucky we get the decision made for us.
"Look at it as exciting, but that's not to say you don't have your doubts about where you're going to go or what you're going to do. If you look at it like a big scary thing ... the best way is to be excited by it."
It is appropriate that the venue for McCaw's next test is Twickenham, a place where he has played seven times as an All Black.
The magnificent old arena could play host to the majority of his next challenges as a player. Next year Steve Hansen's team will play three Rugby Championship tests, the Samoa test in Apia in July, and then it's on to the global tournament, the semifinals and final of which will be held at "the home of rugby".
But McCaw says no decision has been made about when and where his last game will be played.
"I don't want to back myself into a corner either way, because anything can happen.
"Obviously next year [World Cup] is a big goal. I don't know if I will make a decision before this part of the year next year - maybe I'll be forced to with selections for the following year - I don't know, but at this stage I want to keep an open mind.
"I haven't made a decision. I'm really enjoying what I'm doing at the moment. As long as I'm still doing that you don't want to put an end to it or put a line in the sand, but I've got to be realistic too that at some point in the not-too-distant future a decision will be made."
Asked what he might do once he retires, McCaw replies: "I'm doing my commercial fixed wing [pilot licence] at the moment, finishing that off. I'm really keen to do my commercial helicopter licence. If I can get that done, that gives me an option.
"I don't see it as a full-time thing but it's good to have a string to your bow like that.
"I'd like to think that the people I've worked with over the last few years - people like Fonterra, I've really enjoyed that, I have an interest in the farming side of things, hopefully those relationships go on past playing. How long I don't know, but at least it gives you something.
"You have to be careful not to say 'I'm definitely going to do that' and put all your time into that. There's going to be a time where you feel your way a wee bit."
After excelling for so long as a player and a leader to the point where he is considered the greatest All Black ever, it seems unlikely he will be feeling his way for too long before he makes a success of something else.