Under the tutelage of the Frenchman, Stojkovic became an influential player at the club, and the Serbian sought guidance from his former mentor at Arsenal before he took over at Nagoya.
Stojkovic, 42, paid a visit to Wenger at Arsenal last month for a week.
"I spent about a week at Arsenal last month and spoke to him (Wenger) about Nagoya and he gave me some advice and told me to have total belief in myself," he said.
Though Grampus Eight enjoy the financial muscle of automobile giant Toyota, they have struggled to achieve success in the J-League since the departure of Wenger.
"We have a good team. Results weren't so great last year but I will work hard. Each player has room to improve," he said.
"I understand what people will be expecting of me and I want to show what we are capable of doing. I have a never-give-up attitude and hopefully that will rub off on the players."
He added: "I always strongly believed that I would one day become Nagoya manager and now that I am I will give it my very best shot."