The former Ipswich striker could make his Chelsea debut in tonight's Club World Cup opener against LAFC.
Delap told Chelsea's website: "Everyone has impressed me. The quality is so high.
"Obviously, we have just got off the plane so it wasn't too much of a blow and it is only my first few sessions so we will see."
"It is really good. As a new player, it is so important to learn and be around the boys, developing those relationships, because it is a new club. Coming out here, it is really good to get close with everyone."
I want to be exciting to watch
Delap also stated: "I knew when I came here, I was coming to score goals and help the team as much as possible.
"The coaches are all clear with how they want to play so I just need to learn and understand the role I need to do for the team."
Of his style, the striker added: "I am aggressive - I like to battle with the defenders - plus I am fast and I am a good finisher so hopefully I am exciting to watch.
"I am so happy to be here, I am delighted, and I can't wait to see you all at the Bridge."