In graduation classes, many students are already more or less aware of their choreographic preferences and professional skills, making a choice between classical and modern dance. The story Alyona joining the Bolshoi is a kind of a fairytale by itself. "I came to realize that they would hardly invite me to the Mariinsky Theater. The most important thing for me was to find my own place – not in terms of a particular theater, rather than a theater that would be interested in me. A place where I will be given an opportunity to grow. I had gone to different theaters, some of them abroad, and then I auditioned for the Bolshoi Theater. I spoke with Makhar Khasanovich [Vaziev; the ballet director of the Bolshoi]. He did not promise me anything, but he said that everything would depend on me and on my ability to work hard." As it turned out, the Bolshoi welcomed the young Petersburg ballerina warmly. Mr. Vaziev believed in her and, indeed, gave Alyona all the possibilities to thrive. There are juicy legends about the innate rivalry between the main Moscow and St. Petersburg theaters; it is believed that in Moscow dancers from the northern capital are treated with jealousy and wariness. Alyona assures all this is a kind of obsolete stereotype: "When I arrived in Moscow, I was surprised to find friendly and sympathetic people there," she laughs reassuringly. "At the theater, we don't even have a special cluster of Petersburg graduates, as one would have thought. I think we all have assimilated nicely, without turmoil." Some feared that it would be hard for the exceptionally tall Kovalyova (178 cm) to find a partner for the stage – well, the Bolshoi has managed to provide both partners and leading roles for the unusually long-legged ballerina.
One of the first significant roles at the Bolshoi was Odette-Odile in Swan Lake. Despite having cleared that bar so early in her career, Alyona says she does not plan to be content with what has been achieved. "This is a role that you want to perfect throughout all your professional life. Having danced it once, you realize that there is still a lot of work to be done, perhaps even much more than you've already done before. For me, the more you dance, the more you want to dance. There is, you know, a sort of stage-addiction, and when there are no performances for a long time, you almost jump up with impatience – when will there be the next show, at last? However, on the day of a performance, even if it is a matinee, I always wake up early and come to the theater much in advance so that I can prepare for the performance without haste and fuss." After a summer injury and a forced two-month rest, Alyona's first performance was La Bayadere on tour in Milan, and she recalls that her "legs were shaking with impatience," and from the very morning, she "wanted to go on stage as soon as possible".