Cole acknowledges it would have been easy to remain in London, but insists he was determined to test himself by trying to help Roy Hodgson's Anfield era get off to a successful start.
"A lot has been made of me signing for Liverpool and leaving London for the first time," the former Chelsea star told LFC Weekly. "I've been very lucky to spend my career in my home city close to all my family and friends.
"In some ways, it has made everything that bit more comfortable and easier for me. I could have stayed in London until I retired but I needed to test myself.
"That in itself is a big challenge for me. It took me a long time to prove to people that I was a hard worker as well as someone who can be skilful or provide a pass.
"I want everybody at Liverpool to see that I will graft for the team and give everything that is physically possible to make the club successful again."