The veteran left-back recently joined the Italian side from Chelsea on a two-year deal and has spoken of his desire to try something new in his career, unlike many of his peers back in the English Premier League.
"English players are probably afraid to come abroad, they're in a comfort zone in England," said former England international Cole.
"This is a chance for me to try a different language, culture and way of living."
Of his move to Rome, Cole added: "As soon as I spoke to Rudi Garcia and I saw how much they wanted me here at Roma I jumped at the chance.
"I came here to play in the Champions League. Roma is an ambitious club, it's a challenge for me and I'm prepared to fight for my place.
"Hopefully we can do something special next season and win the league."
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