He twice lost the regular first-team spot to Anders Lindegaard but has looked a different stopper since winning the jersey back at the start of this month.
De Gea, 22, said: "The biggest thing for me is that I've managed to work through some difficult times and those moments always make you stronger. It makes you a stronger person and a better player.
"I think I've improved right across the board, in all aspects of my game. I'm still only young and I feel as though I'm learning every day.
"I've hopefully got a long career ahead of me, so I want to soak up as much knowledge as I can while I'm young."
While De Gea was at a big club in Spain with Atletico, he says it is nothing like the spotlight that has been on him since moving to Old Trafford. He added: "I'm at a huge club now and there are big demands on you.
"As a goalkeeper, I'm well aware that any mistake can be magnified by the fans. But it's true that here at Manchester United there's added pressure.
"It's bigger right now than it was for me at Atletico Madrid and also for Spain Under-21s."