Rodallega told El Tiempo that he was happy to be at JJB Stadium and looking forward to improving his game in England.
"People have been very nice to me, sincere and they showed their support to me straight away," he said.
"This is a tough league, but I'm aware of the big responsibility that I have and I want to do things the right way.
"Moving to England is one of the best things that happened in my life. My team-mates help me a lot regarding the language barrier, they translate everything to me.
"He [Steve Bruce] is a top coach, a great person that is trying to help me the best he can and I want to match his demands."