The Azzurri sit top of the table with the 2-0 win.
“We've started well, but we need to keep our heads down, our feet on the ground, because it's a very, very long road ahead," Insigne told DAZN.
“It's an incredible feeling, I am trying to enjoy it and repay everyone with my performances and helping the team to win the games."
Luciano Spalletti has made a big impact since his appointment.
“The coach wants us to enjoy ourselves while we are working. As captain, I can only say we need to keep our feet on the ground, as we missed out on the Champions League by a point last season, so we have to make up for that.
“We try to play Spalletti's football, he knows we were disappointed to only be in the Europa League and he's trying to lift us up."
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