McLeish admits he's been surprised by the stick he's copped since his appointment.
He revealed: "I'll be under pressure right away and the bottom line is I'll need to get results.
"But no one has said I am barmy for taking the job. I have asked that question of my friends but they've all said 'you have to take it'.
"Sir Alex came out and said I should go for it. He told me 'this is a big one, a real big club'. I thought to myself, 'that's an endorsement'. My message to the fans would be 'let me prove myself and I'll win you over'.
"It is not a case of proving them wrong.
"I want to go forward with the Villa fans and I want to prove to them I am the man for this job. I am sure a few people wanted to punch me but I have taken a lot of heart despite the furore over the last couple of days.
"Hopefully I will look back on it with affection."