The deadline day arrival was a shock to many fans.
The 20-year-old has arrived on a year-long loan from Augsburg, which could become a permanent move next summer.
And Danso admitted that having Ralph Hasenhuttl as manager was a big reason he signed with the Saints.
Speaking to the official Southampton FC website, the Austrian international said: "It [deadline day] was a very nerve-wracking thing and I couldn't really do much.
"I was just sitting there hoping the deal would go through and it was very last-minute but I'm happy to be here.
"He [Hasenhuttl] was very influential. I know him, and I know the work he has done in the Bundesliga.
"He is also Austrian, and I am Austrian. It was very pivotal for me and it was a part of the decision to come here.
"I'm ready to get to know him and his tactics. We haven't talked in too much detail, but he said a few things he expects from me in general."