The former Chelsea and Manchester City winger was a second-half substitute in Feyenoord's 2-1 win against Telstar.
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"I haven't played for a little bit but I have been trying to keep fit, I am building one step at a time and trying to get to match fitness," Sterling told ESPN.
"It was a great introduction. The trip to Belgium was one for myself, a very good one to get integrated with the boys and know your team-mates.
"I am here for a new experience, a new challenge. It's now maintaining that consistency and reaching our targets."
Sterling is contracted to Feyenoord until the end of this season.