The 21-year old Belgian striker joined the Merseyside club for £28million earlier in the week after trying to make it at Stamford Bridge since his initial arrival from Anderlecht in 2011.
During his time with the Blues, Lukaku had impressive loan spells with West Bromwich Albion and the Toffees - which prompted the Goodison Park club to sign him - and he suggested that perhaps trying to cut it in west London was not the best scenario for him.
"For me it's easy. I just want to improve and get better year after year," he said.
"I'm not saying Chelsea are not a good team but I needed to be in a place where it felt right.
"It almost feels that I belong here. That's why I came back. I have a very good relationship with the players and the staff.
"Roberto Martinez has been very influential. He's someone who knows football. Someone I can develop under as a player.
"He makes us all better as a team. I want to become one of the best and he wants to make our team one of the best teams in England."
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