The former Celtic defender has settled quickly to life in England.
The 24-year old joined the Saints from Celtic on transfer deadline day in a big-money move and made his debut in Saturday’s goalless draw with West Bromwich Albion.
"I just need to keep improving and working and enjoy these moments as well,” said van Dijk, in quotes published by the Daily Record.
"The most important thing is just to be confident. I'm not here for any reason, I'm here because I deserve to be here.
"I need to be confident and the team we have, has a lot of quality, you can see that last year, and we want to improve on that.”
The Dutchman was a colossus at the back for the Hoops and his Southampton bow has alerted the English audience to his considerable qualities.
Van Dijk was famed for his ability to bring the ball out of defence and get among the goals at Celtic, and he insists his ability will allow him to transition easily to Premier League football.
"The tempo here is higher of course but I like to play football, so I'm not like your typical Scottish player who likes to play long balls."
The Saints new boy also insisted his considerable fee hasn’t put him under any undue pressure, adding:
"These days a lot of clubs pay a lot of money for players. It's the world we live in… for me it's not extra pressure. I just want to play and want to improve and enjoy as well.”
Entering English football via Celtic is a well-trodden path, with the likes of Victor Wanyama and Gary Hooper also making the trip in recent years - and given the financial clout of English teams in comparison to their Scottish neighbours, it’s a trend that is unlikely to stop any time soon.