Di Maria was a British transfer record after he signed from Real Madrid.
Di Maria was one the most high profile signings brought into the club for a fee of £59.6 million from Real Madrid and played for just over an hour on his Premier League debut in the 0-0 draw at Turf Moor on Saturday.
He also revealed that his relationship with former Manchester United forward Cristiano Ronaldo was one of the reasons he stayed at the Bernabeu, and allowed him to become part of the side that won the side's 10th European Cup.
Goal have picked up on quotes from ESPN, where Di Maria said: "I am grateful to Manchester United for meeting Madrid's demands. But I don't feel any extra pressure because I'm the most expensive player in the Premier League.
"The Premier League is more physical and about strength, whereas Spain was more about football. It's a very strong league, though. Van Gaal has told me to try to adapt as quickly as possible.
"The truth is that I have a great relationship with Cristiano Ronaldo and I stayed at Madrid last season thanks to him.
"I left Madrid in the best possible way, by winning La Decima. In my farewell letter, I said exactly how I felt from the first day at the Bernabeu."
Where it not for the former United winger, Di Maria may have been looking elsewhere last summer, and there is the possibility that he may not have been heading to Old Trafford at all - or maybe a season earlier.
It's a different challenge for Di Maria this season as he aims to help United return to the Champions League as they begin life under Louis van Gaal - though they are some that are still backing the club to mount a challenge for the Premier League title, despite picking up two points from their first three games.
Di Maria was one of six high profile summer signings along with Luke Shaw, Ander Herrera, Marcos Rojo, Daley Blind and Radamel Falcao.