The midfielder is on-loan from QPR.
"I have been here for 10 days, for me this is a dream. I have spent here the best 10 days of my career," Taarabt told RMC Sport.
"I have trained three times with the team and played in a wonderful stadium like that at Napoli. Then, at home to Bologna in another magnificent stadium. And then on Wednesday I played my first match in the Champions League.
"It has been a dream for me. When I signed up, I always said that I believed in my qualities and I thought I had everything to play for Milan.
"It is true that this has surprised people because I did not play at Fulham, but now I am here. I am making my way and will try to earn a place in Milan.
"Everything is amazing, Milanello is exceptional. In the dressing room there are so many great players. The Coach is Clarence Seedorf, who played 13 years in Milan and has won everything here.
"San Siro is exception. This week was my first match in the Champions League and I played in the Last 16, I could not sleep that night."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball