The Chelsea legend signed for NYCFC yesterday.
"We only have to look at what the USA did at the World Cup and the imprint they left on the world.
"The respect the MLS has around the world has gone up huge amounts. That's what makes it such a great opportunity and a challenge for me.
"The appeal of it has grown very much. I know from talking in dressing rooms over the last years that players are interested in moving out here and playing; it might not have been the same five or 10 years ago.
"It's a great place to come and play your football, or your soccer."
"The decision was all mine," he said.
Lampard is still to determine what the immediate future holds, given the season begins in 2015, and he could yet join Villa on loan at Melbourne City FC in Australia.
He added: "I'm going to keep fit, that's the main thing. How I do that is not clear yet.
"I'm going to sit round with people at the club and sort that out."
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