Rodgers walked out on the Scottish giants when the season was not even complete last term.
The 47-year-old admits it was a decision he would make again. But he also said that it had caused some issues within his family.
Speaking to the Beautiful Game Podcast, Rodgers said: "I had family who were just distraught I left Celtic, just couldn't believe it.
"I have relations that haven't spoken to me since the day I left Celtic.
"Because it meant so much to them. And if you carry on like that too much, you'll never do anything.
"But I had some unforgettable memories at Celtic that will live with me for a lifetime, that I still think about now and I then came into my next experience.
"I left school with nothing. No qualifications, no nothing. My life has been based on experiences, hence the reason why I look for the experiences. And this, I felt, from a sporting perspective was going to be the next good experience."