The opposite hitter was just 17 when she played at the Rio 2016 Olympics in what was ultimately a forgettable tournament for Italy, who won just one of their pool games in Brazil.
For Egonu, who first joined Club Italia – the national federation's feeder club for promising and talented players – in 2013 when she was still only 14, it meant learning to be an adult very quickly.
"I left home when I was very young," the now-21-year-old told Gazzetta dello Sport. "Since then I've had to – and I wanted to – make choices that show Paola Egonu, the woman (rather than a child)."
Developing as a person
Having to leave home early and grow up in the pressurised environment of elite sport is reflected in Egonu's behaviour, which she admitted she has to learn to control.
"Sometimes the fact I am so blunt and straightforward is a problem in my relationships with other people," she said in the interview. "If after a game I know I did everything I could, and someone who didn't says something inappropriate, I can explode.
"For the sake of the team, I need to try to smooth the edges of my character."
Egonu is introverted and says she alienates people easily. "I am very careful when I have to choose someone to open up to," she said.
"People tell me that this way I look like I give myself airs, but I don’t care if people judge me by the cover. I don't feel pressure from the outside world because I put pressure on myself."
Instead, she keeps to her close friends on the national team – Myriam Sylla, Monica De Gennaro, and Ofelia Malinov. They were the ones she confided in after she had a poor game in the semi-final of the 2019 European Championships against Serbia.
"I don't want to show my weaknesses," she said. "Only a few people can see them."
Fighting racism and prejudice
Egonu, who was born in Italy to Nigerian immigrant parents, has also spoken out on the topic of the Black Lives Matter protest movement in the United States, and how she has herself had to fight prejudice in Italy.
"We're in 2020 but racism is still an issue, I have experienced it," she said.
"People looked down on my mother for the colour of her skin. It might have happened in a bank, and when I turned up, since they knew who I was, they changed their attitude completely. These kind of situations fill me with a deep sense of sadness.
"Sometimes I ask myself: what's inside these people who seem to enjoy hating others and making them feel inferior only because of the colour of their skin? Aren't we all human beings?"
The 2018 World Championships silver medallist, who is openly gay, added that the world should learn from a volleyball team when it comes to tolerance.
"The diversity of cultures, religions, and sexual preferences (in a team), it's an extraordinary way to get people together. It's something to learn from and an opportunity for human enrichment, especially for the younger generations who should be more open mentally," she said.
Consistency and the future
Serbia had beaten Italy in the final of the 2018 Worlds and the 2019 European semi-final was a rematch between the two sides.
"I was looking forward to beating them to show that we made progress after losing in the final in 2018," Egonu said.
However, she had a tough game. "Nothing worked, I made so many mistakes from the attack line. Not being able to perform in that match as I'm used to was painful."
Consistency, Egonu said, remains an issue for her.
"When I'm told I'm not at my best, it's because you can easily tell that. I'd love to be more consistent. If I improve this aspect, my teammates can also rely on me more."
Perhaps the last few months without sports action has been a blessing for the 21-year-old, who still has her best years ahead of her, not to mention a second Olympic Games appearance in Tokyo next year.
"During the last few months of lockdown I had time to reflect. I feel that I can better manage different situations that may come up.
"I still have one year to work on myself and smooth the edges of my character."