The Dane impressed in this week's 1-1 draw at Benfica.
"It was a fantastic experience, like a childhood dream coming true," he said. "The reflex save I made in the second half I would never have made while in Norway or Denmark. It just goes to show how much I am improving since coming to United. Alex Ferguson has helped me a lot. He said to me: 'Play the game, not the occasion' and it was exactly my approach to this game.
"There's only room for one goalkeeper in the team. We have a very good competition. We have two top goalkeepers and we have Ben Amos as well, who is a very promising young man. That's how it is in all positions at United and that's how it should be.
"I'm never going to complain about competition - it's tough. But I accept the manager's choice every time. He has proven he is the best manager in the world and I will always respect and accept his decisions.
"You can see so far I have not had many opportunities to show who I am, but this was one of them and it was a big game. It shows a bit about how good the competition is, it is not as clear as it was last year - who is first and who is second."