The English golfer was just a teenager when he acquired professional status but felt that he did so too soon as he struggled to match the power and ability of older players on the EuroPro Tour.
Rai told Golf Monthly: "In hindsight I think I turned pro too young. It was an eye-opener to see how much further than me some of these guys were hitting, and how well they were managing their games.
"I missed the cut in my first four events and had to re-qualify after each of my first two seasons on the EuroPro Tour. That's even tougher as it's a circuit where you are having to put up your own money towards the prize fund."
Rai was particularly grateful for the support of his family and sponsor during the rocky early days of his career.
The 29-year-old golfer said: "I was lucky that my mum and dad, and the rest of my family, worked hard and made a lot of sacrifices to let me chase my dream.
"And I had a great sponsor in Shabir Randeree, who's helped me since I was eight years old – from my education, to funding my golf and travels. He's still a very important part of my team now.
"With their help and support I managed to ride out the storm and come out the other side. I wouldn't be where I am now without them."
Rai doesn't hail from a family of golfers and revealed how his father's coaching abilities were self-taught.
He said: "None of my family were golfers but my dad bought some books on coaching and he was my first coach.
"He still helps me with my putting now, especially the visualisation side of things."