Released after four years at Norwich City, the goalkeeper suffered an ankle injury as a free agent while in action with Scotland.
"It’s been interesting," said Gunn. "It was a long summer for me.
"It definitely wasn’t a great experience. It’s been a difficult time all round knowing that I was out of contract going into that game and then picking the injury up. Thankfully, it was nothing too serious. I had to have a lot of patience.
"I listened to different offers and, to be honest, I was sitting there not really knowing what was going to happen. Obviously, the Forest thing came up and it was a chance to stay in England.
"It’s only a short-term thing, but coming away with the national team gives me a good chance to get games in. I just wanted to come out confident and hopefully stamp my authority on the position."
Gunn is yet to make his debut for Forest, though accepts missing preseason leaves him behind his new teammates.
"I’m still training at the club day in, day out with top players. I feel like that’s definitely kept me sharp.
"Going to Forest, I was probably a little bit behind. It was probably a week before the season began that I went in there. In the last few weeks, I’ve been working really hard with the goalkeeping coach. I feel really good."