The Portuguese has taken charge this week, after touching down on Sunday.
He told Milan TV: “As coach of Milan, I feel great responsibility, but also great pride. When you arrive at a club like Milan, there is the responsibility to defend a side with history known all over the world. We must have the ambition to win and will work to win.
“Milan is a universal club, the whole world knows about them. I used to watch the team with Gullit, Rijkaard, Van Basten, Baresi, Costacurta, Maldini and Tassotti. It’s not difficult to remember these great moments of Milan history.
“I am passionate about Italy, it is a beautiful country, you eat well, the people are very emotional and fun. When I left Roma, I genuinely thought about coming to live in Italy, so now I am very satisfied to return here. We’ll see what happens in future, we could come here to stay.
“I married a Ukrainian, I’ve lived in Mozambique, Portugal, Ukraine, France, I was enriched by all these experiences.”
He continued: “I think all Italians are passionate about football. I saw an incredible atmosphere at San Siro and hope to build something here that makes the fans happy and gives the sensation we are all as one with the crowd when playing at San Siro.
“I think in life you need to risk and that means having the courage to be different. We coaches have an obligation to people who love football, which is not just to win, but to have a ‘form’ that gets them passionate. We must create a spectacle and to do that we need courage, for those we work with to have courage and experience football with joy. That is my way of thinking.
“I think it’s fundamental we create a strong sense of identity within the team, which allows us to have quality in our play and ambition to win every game."