Both counties have reached this portal to a brave new world, to be faced by the encouraging realisation that, no, they aren't facing a long-established superpower like Kerry, a perennial contender like Cork, a defending champion like Dublin. This is a new frontier to be explored and gloriously exploited.
True, it isn't virgin terrain for several Mayo players, those who have visited the house of pain that was 2006 and/or 2004. It certainly isn't new for the perpetually longing green-and-red diaspora, who appear to have willed themselves into a state of calmness ahead of tomorrow's big day.
Those Mayo fans have seen too many giddy All-Ireland dreams dashed to lose the run of themselves now.
Usually, it has been Kerry playing the role of grim September reaper. This time they'll be facing the team that conquered Kerry, and Cork, and Tyrone -- three counties who shared eight consecutive All-Irelands from 2003 to 2010. That is a measure of the challenge now awaiting James Horan's men.
It's not just who Donegal have beaten, but how. The manner in which they have evolved from last year's uber-defensive machine to this year's more complete model -- still borderline impregnable, yet masters of the counter-attack -- has earned a multitude of plaudits for Jim McGuinness. Quite rightly too.
And yet? Well, there is a danger that in their belated canonisation of last year's devil incarnate (how McGuinness must smile) the media and everyone else will gloss over the 'miraculous' ascension of Mayo under Horan.
There are uncanny parallels in the journeys undertaken by our two finalists. Both suffered qualifier humiliation on the same June Saturday in 2010. Enter two 'rookie' senior managers who have led their respective counties to back-to-back provincial titles, an All-Ireland semi-final defeat last year and now a final appearance in year two.
Both managers initially focused on battening down the hatches: the Mayo defence today, not just Donegal's, is unrecognisable in terms of their concession rates, their tenacity and -- when needs must -- cynicism. And, as with Donegal, this defensive application extends far beyond the back six.
There was a revealing cameo at the Mayo press evening when a question focused on Donegal's low concession rate of goals. "Do you know how many we conceded? We've conceded two," Horan countered in a flash, neatly twisting the question away from one of how Mayo's forwards might cope with the Donegal blanket.
He had a statistical point: David Clarke can boast three clean sheets in four games and was only beaten (twice) by an otherwise demolished Down.
Donegal, meanwhile, have conceded three in six matches -- an identical ratio of 0.5 goals per game. All three (against Cavan, Kerry and Cork) came in the home straight at a point when they were firmly in the ascendant.
One area of clear advantage for Donegal is the discipline of their tackling. In their last three outings they have conceded just seven pointed frees -- a potentially crucial stat given the metronomic strike rate of Cillian O'Connor.
Mayo, by contrast, have coughed up 18 converted frees in the same period -- six apiece against Sligo, Down and Dublin. This propensity to haul the man down may be partly predicated on a desire to avoid goals at any cost but, against Colm McFadden and Michael Murphy, it could prove equally damaging.
If you sense an over-emphasis on defence, that's because we expect this All-Ireland to be initially cagey and relatively low-scoring. Both teams are set up that way; neither will want to blink first. Moreover, while Mayo have scored freely in their last two outings, it beggars belief that the two half-forwards who make them tick (Alan Dillon and Kevin McLoughlin) will be afforded the same latitude by Messrs Lacey, McGlynn & Co.
For Mayo to win, in all likelihood, they must grab the scoreboard initiative and force Donegal onto them. They must also reprise the pinpoint execution from outside the scoring arc that unhinged Dublin -- again, easier said than done as Donegal are liable to apply far more pressure on the shooter. Above all else, Mayo must be ready to repel Tír Chonaill's trademark third-quarter surge.
A few weeks back, in the wake of their Cork masterclass, it was hard to see anyone stopping Donegal. The closer tomorrow gets, we become less convinced. This is partly because Mayo are a deadly serious proposition, less flamboyant than previous models but also far less flaky.
Partly, too, it's because the All-Ireland landscape is littered with 'champions-elect' who failed to deal with favouritism, hype and dangerously out-of-control supporter expectation. As the beneficiaries of one such Dublin meltdown 20 years ago, Donegal should know the score.
Ultimately, we still reckon Jim'll fix it at James's expense. Their fitness is a sight to behold. Their mentality almost as impressive. Presuming they avoid stage fright, All-Ireland destiny can be theirs.
ODDS: Donegal 8/15, Draw 15/2, Mayo 9/4
DONEGAL: P Durcan; P McGrath, N McGee, F McGlynn; A Thompson, K Lacey, E McGee; N Gallagher, R Kavanagh; R Bradley, L McLoone, M McHugh; P McBrearty, M Murphy, C McFadden.
MAYO: D Clarke; K Keane, G Cafferkey, K Higgins; L Keegan, D Vaughan, C Boyle; B Moran, A O'Shea; K McLoughlin, J Doherty, A Dillon; E Varley, C O'Connor, M Conroy.