Two weeks and one day after my first A/C treatment (no cold cap). The scalp may feel itchy, tender or otherwise odd beforehand, that's quite normal. Lots of people have their hair cut very short or shaved beforehand, which makes the loss a bit easier to handle (falling lumps of longer hair is messy and can be distressing). I was almost relieved when mine went as it felt so peculiar in the week or so before! Not a silly question at all, we all have thought about it and tried to prepare for it. Best wishes.