Harry Kane said he did not want to finish his career with any “regrets” following his move to Bayern Munich.
The 30-year-old England captain left Tottenham after 19 years on Saturday to join the German champions for an initial 100m euros (£86m).
He made his Bayern debut as they lost 3-0 to RB Leipzig in the German Super Cup later in the day.
Striker Kane said his family were “fully behind” him and he had made “the best decision”.
He said: “I didn’t want to get to the end of my career with regrets at not experiencing different leagues and cultures.
“I spent my whole career in England and the Premier League, so it may take a bit of adapting to get used to a new league.
“As you saw yesterday with Leipzig, there are some great teams in this league and it is going to be a real challenge.
“I know people expect Bayern to win the league every year, but I think teams are improving and it is getting tougher.
“For me, it is about settling in, getting as comfortable as possible and understanding the different teams and how I need to adapt.”
Kane, who is Spurs’ all-time leading scorer with 280 goals in 435 games, said he will return to the club to say goodbye.
“I didn’t get chance to say goodbye properly,” he said. “I sent the players a text to say I was leaving, but I will go and do it properly when I can.”
Kane joined the Spurs academy in 2004, signed his first professional contract in 2010 and made his senior debut in 2011.
“It was always going to be a tough decision,” Kane said. “Ultimately, I’m a professional, I’ve always pushed myself to my limits and the time was right.”
Manchester City were reportedly interested in signing Kane in 2021 and, with only one year left on his Spurs contract, he was also linked with Manchester United and Real Madrid this summer.
Kane, who described the past 48 hours as a “rollercoaster”, said he intends to look for property in Germany for his family – his wife Kate is pregnant with their fourth child – and learn German.
‘I’ll have German lessons at least once or twice a week,” Kane said. “I want to fit in as much as possible and learning the language is important. I want to try and embrace the culture, embrace the country.”
England manager Gareth Southgate was one of the first people to congratulate Kane on his move.
Kane said: “He knows his striker for England is playing at the highest level and that can only help the national team.”
A three-time Premier League Golden Boot winner, Kane scored 213 goals in 320 games and needed 48 more to break Alan Shearer’s league record.
“People will talk about Alan Shearer and the record,” Kane said. “I’ve got plenty of football left in my career. For now, it is about reaching new levels with this club right now.”
Kane, who has never won a trophy in his professional career, has joined a team who lifted their 33rd Bundesliga title last season – and 11th in a row. They have also won the Champions League six times and 20 German Cups.
“If we get to the end of the season and we haven’t won every trophy, the club will be a little disappointed,” he said.
This season’s Champions League final will be played at Wembley next June.
“I joined this club to have a good chance of winning the Champions League, but for it to be at Wembley is amazing,” Kane said.
Bayern’s opening league game of the season is at Werder Bremen on Friday at 19:30 BST.