The former Valencia defender signed for Milan last week.
"It was a difficult moment for me," Rami told reporters at the Milanello training ground.
"I am very happy to be at a great club like Milan. I wanted to prove how much I wanted to stay here, I saw the fans supported me and that gave me the strength to do everything possible.
"I loved talking to the fans and showing them I too am a Rossonero supporter. I felt like Gladiator! Like Maximus, I went through a difficult moment and at the end I won."
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