The former Blues winger and Benitez are now charged with picking up a Chelsea side that has won only one of their last eight matches in all competitions.
"The first day was absolutely hectic, a bit of madness, because no-one really knew what was going to happen and everyone has to try to find their feet again," said Zenden.
"It gives you just a short time space to prepare things. You cannot go at 200mph - it's not going work - so it will take a little bit of time. The players are willing to pick it up quickly and that's the right attitude, I guess."
On Benitez, who he played under for two years at Liverpool, he said: "He's very demanding but I think that's what you expect from a boss.
"He's someone who was really eager to win games and to pass on the message about his ideas and try to get all the players on board.
"You see that he's a tactical manager, so he likes to implement things and patterns of play and it's up to the players to pick it up - the sooner the better."