The Danish goalkeeper joined United in January from Norway's Aalesunds.
Lindegaard told manutd.com: "United isn't just a big club, it's also a club that takes good care of you, especially when you first arrive. There are people to help you in every way you could imagine. No matter what problem you may have there is someone to turn to and help you adapt to life here, not just on the pitch but off it as well.
"I must admit the first six months were very difficult. Nemanja [Vidic] and Patrice [Evra] said the same thing [when they joined] because it is hard in the beginning. When I came I didn't bring any family with him and I didn't have a girlfriend so I had a lot of time to myself. And dealing with my knee injury was tough.
"I was part of the team but I didn't really feel properly part of it, and I didn't feel that I'd won my team-mates' respect until we got to America in the summer. The tour was an experience I really enjoyed it and it's been great to be involved in a number of games since then this season."