The loan signing admits it was a culture shock.
McSheffrey said: "I was thinking for the first 20 minutes 'bloody hell, what have I done?'
"I didn't see the ball, it was in the air for so long. It wasn't the prettiest of games but once it settled in the second half, we played some nice stuff and created some good chances and looked comfortable.
"I left Birmingham on good terms and there are no hard feelings although the door is probably closed to be honest. I'd rather to be here and be a big part of the plans and strive for promotion rather than be a part-time player at a big Premier League club."