Scholes, a Manchester United icon, revealed his answer at a charity dinner organised by the Association of Former Manchester United Players at Old Trafford, on Thursday night.
The dinner was put on in recognition of the legendary midfielder, who won 11 Premier League titles and the Champions League twice in an illustrious career with the Red Devils.
During the night Scholes spoke about his days in the famous red jersey and was praised by his former boss Sir Alex Ferguson, who delivered a special message to the 43-year-old via video link.
“I still have Iniesta’s shirt from the 2011 final,” Scholes told the Independent back in 2014 – United lost both the 2009 and 2011 Champions League finals to Iniesta’s brilliant Barca side.
“He asked me to swap at the end of the game. His shirt is in my garage somewhere. I mean no disrespect, it is just I have never been one for memorabilia from my playing days.
“There is nothing of mine on display at home, apart from my 2008 Champions League winning shirt, which my oldest son has on his bedroom wall.”
Former Blaugrana midfielder Iniesta came through the La Masia academy before making over 400 appearances for Barca – winning trophies galore.
He also scored the extra-time goal in the 2010 World Cup final, as Spain tasted success for the very first time at the expense of the Netherlands.
Scholes was also asked to reveal which one of his 155 goals was his favourite during his time at United, and one effort immediately came to mind.
His 25-yard volley, scored against Aston Villa in a 3-0 away win by United all the way back in December 2006.
“They always look good when they go in off the bar,” recalled Scholes.
“Maybe it wasn’t the most important in terms of a match but that was one that gave me a lot of satisfaction.”
The Red Devils crammed a lot into the start of the 2018/19 campaign, with an opening-day victory against Leicester overshadowed by galling back-to-back defeats to Brighton and Tottenham.
The 3-0 loss to Spurs at Old Trafford represented the heaviest home defeat of Mourinho’s career – a setback that ratcheted up scrutiny and pressure, but one they responded to with a run of three successive away wins in all competitions.
That form has lifted United ahead of Saturday’s clash against Wolves, yet growing optimism is underpinned by the manager’s sustained belief – first uttered in pre-season as transfer frustration grew – that this will be a tough campaign.
“I am optimistic, but a difficult season, yes,” Mourinho said. “For sure a difficult season.
“I don’t change that because we won two matches in the Premier League. A difficult season for sure.
“You see the level of the teams – you see the Liverpool squad, City squad, Chelsea squad, Tottenham squad, Arsenal improving. It’s going to be difficult.
“I am not saying that we are going to have more points than last season because last season we collected a very acceptable number of points.
“But I think we are going to be a better team. We are going to play better than we did, so that’s what we can do.
“But I think it’s going to be a very difficult season, not just for us, also for the others because the others they can say exactly the same as I am saying.
“And they can say, ‘Oh, Manchester United, good team, good squad, City good squad, good team’. All of them, they can say the same thing.
“So, I think if they think the season is going to easy for them, I think they are wrong, but I don’t think they are wrong because they all know the season is going to be difficult.”
That the season follows a World Cup also adds to the challenge, a fact epitomised by Tottenham – the club with the most semi-finalists – losing three successive games since comprehensively winning at Old Trafford.
Mourinho believes any post-Russia hangover is mental rather than physical, with World Cup winner Paul Pogba inspiring United to victory in their Champions League opener at Young Boys.
“I think it is (a mental thing),” he said. “I think good results, good performances, they make miracles – and bad results and bad performances, they make you look more tired, more upset, more ugly, more everything. football is a little bit like this.
“A team that yesterday looked very bad, today looks very good and yesterday looked very good, today looks very bad. I think this is more the influence of the moment.
“I think Paul came from the World Cup and he was the last one to come because he played the final.
“I think the happiness, the confidence, the self-esteem was what pushed him to play the first match almost without training against Leicester and played a very good match.
“It’s more about the moment and the momentum is very important in the positive and negative way.”
United certainly have momentum ahead of Saturday’s visit of Wolves after beating Young Boys 3-0 in Wednesday’s Champions League opener.
Marcus Rashford and Nemanja Matic will have to drop out of that line-up through suspension, while Anthony Martial will be among the other changes from the team in Switzerland.
Alexis Sanchez, an unused substitute in Bern, will come in and Mourinho believes the January signing, like the rest of his squad, has another level to go up.
“Sanchez plays tomorrow,” the United boss said when asked if Martial had put pressure on the Chilean.
“Because Martial played 90 minutes and Sanchez played zero.”
Asked if Sanchez still has another level to reach, Mourinho added: “Every player has another level to step up.”
Diogo Dalot will have wait for his Old Trafford bow after Manchester United manager Jose Mourinho confirmed the teenage right-back will not play against Wolves.
The 19-year-old arrived from Porto in the summer but had to wait until Wednesday for his debut after arriving at Old Trafford injured.
Dalot shone in the 3-0 midweek Champions League win at Young Boys, but Mourinho will not take any risks with the talented full-back when Wolves visit on Saturday.
“I want him in this process of adaptation, I want him to play totally fresh, so he’s not playing tomorrow,” the United boss said.
Marcus Rashford and Nemanja Matic are suspended this weekend, with Ander Herrera and Marcos Rojo also out of contention.
Given the Serbian’s suspension and Herrera being sidelined, Mourinho may have to turn to Marouane Fellaini to start a third consecutive Premier League game, a rarity for the Belgian during his time at Old Trafford.