The Red Devils are currently preparing to face the MLS All-Stars in New Jersey today, part of a five-game trip in which Lindegaard has already been granted two outings, against the New England Revolution and the Seattle Sounders.
And Lindegaard has been astonished at the reception United have received.
"It takes your breath away," he said. "We have had a couple of training sessions over here and there were more spectators there than I experienced during matches in my time in Denmark and Norway. And this is supposed to be a country that doesn't like football. It is amazing.
"When you come somewhere like this, you really see how massive Manchester United is."
Not that Lindegaard believes there is anything he could have done to prepare himself for the enormity of such a move.
"I don't think you can," he said. "It's very difficult to prepare yourself for a move from a small club to a club like Manchester United.
"It is something that is just going to happen and I am glad to say it has been going really well."