The 29-year-old Essien's loan move to the Bernabeu sees him rejoin former Blues boss Mourinho, who brought him to England in 2005, and the Ghana international is delighted to be linking back up with someone he considers a father figure.
"I call him that (daddy) because I see him as like a father. He took me to Chelsea and we have a very good relationship. I understand him very well," said Essien.
"I was in my hotel room yesterday and I had a call from my 'daddy' and he said he would love to have me here.
"It's been all very quick but I'm very happy."