The £15 million man told Chelsea's website: "Even though I had never trained with the players, I think it was easy to play because it is a good team and they are big players. They know how to play.
The much-travelled Frenchman emphasised that with his transfer complete, his state of mind is good.
"I wanted to be here last month but I couldn't because of the transfer window and it was very difficult to stay focused at Bolton. I wanted to find a big club, a club that could challenge for the title and play in the Champions League but now I am here so I don't want to move anymore.
"I have played already in a big club so I know the expectation and the pressure."
On his potential partnership with Didier Drogba, Anelka added: "I think it is easy to play with Didier because he is a good player and I know the way he plays. I am not the type of player who wants only to score. I like to play assists as well. He speaks French also so it will be very good."