The Brazil international is on-loan to the end of the season with La Real.
He said: "What has surprised me the most has been the good atmosphere in this locker room.
"It's a family, it's literal. We're friends, we're brothers, it's very nice.
"There are many players here who feel what it's like to wear this shirt; It's funny because they are such good people who also suffer when the team loses."
Rafinha added: "There had been an interest for a long time and they began to talk at the end of November. It gave me time to find out more about what they were talking about, because I was very excited about the possibility of returning to Spain. My last six months were hard there in Paris I wanted to play and go back to Spain."