#3 Neymar

Neymar joined Barcelona in the summer of 2013 and went forward to enjoy a spectacular spell in the Catalan capital, recording 105 goals and 76 assists to his name in 186 games. He also won multiple trophies, including the Champions League, La Liga, Copa del Rey, UEFA Super Cup and more.
However, had things worked out differently, the attacker could have joined arch-rivals Real Madrid. Los Blancos went very close to luring Neymar to the Santiago Bernabeu during his days at Santos but dropped their interest due to suspected economic reasons.
Real Madrid president Florentino Perez spoke about the failed transfer in 2017, revealing how close the Brazilian came to switching to the Spanish capital.
He said: "Neymar passed a medical with Madrid. We tried for him to come, but we saw at one point that it was not possible and we withdrew (from the deal)."
#2 Kylian Mbappe

This is the most recent account on the list. The 2021 summer transfer window was dominated by rumors that Kylian Mbappe would move from Paris Saint-Germain to Real Madrid.
As PSG sporting director Leonardo confirmed, the attacker made it clear to the club that he wanted to leave in search of greener pastures, with Real Madrid submitting a big-money bid to prise him away. However, the Parisians blocked the move and the player stayed put this season.
Mbappe recently admitted he was keen to join Real Madrid in an interview with French publication L'Equipe via Marca. He said:
"If I had left this summer, it would only have been for Real Madrid. I thought my adventure here was over.
"I wanted something else. I'd been in Ligue 1 for six or seven years, I'd given everything to Paris and had done well. That was my thought, leaving was the next logical step."
#1 Lionel Messi

It sounds weird but it's true that Lionel Messi could've been a Real Madrid player had things worked out differently when he left Argentina to move to Spain along with his family at the age of 13.
The attacker's former agent, Horacio Gaggioli, explained the situation at the time, saying:
"Due to life circumstances, I went to live in Barcelona and I brought him to Barca for a trial. But I was about to live in Madrid.
"If that had happened, I would have taken him to Madrid for a trial. That's life, those are the details. Today, Messi could have been a Real Madrid player, of course.
"The family wanted to come to Spain, to the city where I was to have some support."
According to reports, Real Madrid tried to sign Lionel Messi during his days as a Barcelona player on three occasions but failed. The Argentine finally left Barcelona this summer, joining Paris Saint-Germain on a two-year contract.