There are so many things the A's just don't know about him and things they won't know for a long time as he adjusts to a new culture, new teammates and a new level of baseball.
In these first days of Spring Training, they've been blown away by his work ethic and intensity. At one point, Cespedes had to be ordered out of the batting cage as he pushed himself through round after round of batting practice.
Still, the A's just don't know how good he's going to be or how quickly he's going to help them. They believe he was worth a four-year, $36 million commitment because of his package of skills and his work ethic.
Beyond that, the whole thing is a leap of faith.
"We know less about this guy than anybody in camp," A's manager Bob Melvin said Saturday. "It's a huge question."
Melvin knows a bit more about him after watching him walk, single and homer in three plate appearances against the Reds on Saturday afternoon.
Melvin batted him second in the batting order and put him in center field. With Coco Crisp also on the roster, Cespedes may end up playing somewhere other than center, but those things will be figured out in the months ahead.
For one day, it was smiles all around.
When Melvin began to break down Cespedes' first game, he began with a first-inning walk off Reds starter Johnny Cueto.
"This is the day we were waiting for, to watch him in games," Melvin said. "There was a pretty bright spotlight on him today, so for him to be able to go up there and take a walk the first at-bat impressed me as much as the other at-bats. Certainly, they got better and better as it went along."
Yes, they got better. He grounded a single up the middle to drive in a run in his second at-bat, and then with two strikes on him in his third plate appearance, he fouled off three straight Jeff Francis offspeed pitches.
That's when Francis tried to get a fastball in on his hands. When the ball drifted back over the plate, Cespedes hit a booming home run to left field.
"Like good hitters do, they wait for a pitcher to make a mistake and fight off pitcher's pitches," Francis said. "He did a good job fouling them off. I don't think he put great swings on them, but I think he was off balance and did a good job fighting them off."
"I messed up," Francis said. "He took advantage of it, and that's what good hitters do. He's a darn good athlete."
Later, Cespedes sat at a small table surrounded by reporters at one end of the A's clubhouse. With so many new things being thrown at him, this simply was one more, and he seemed curious about the whole thing as translator Ariel Prieto relayed the questions.
"He feels great," Prieto said. "He's happy, because he can see the results he had today. Makes him feel good."
The Reds said they used no scouting reports on Cespedes, but Cueto and Francis threw him a steady diet of changeups and breaking pitches. Cespedes responded by showing both plate discipline and power.
"It looked like he has some idea at home plate," Cueto said.
But it'll be a long time until anyone knows how good Cespedes can be. His outfield defense hasn't been great, but that could improve with work.
He's just 5-foot-10, but has big hands and a large lower body. Of the dozens of scouts who've seen him through the years, virtually all of them thought he was good enough to play in the Major Leagues.
Whether Cespedes will be an impact player or not is another matter.
"He doesn't want the fans to worry about him," Prieto said. "He'll do the best he can to show everybody what he has. He's going to try and be a better player here than he was in Cuba."
Richard Justice is a columnist for MLB.com. Read his blog, Justice4U. This story was not subject to the approval of Major League Baseball or its clubs.