The 19-year-old defender played the whole match as the Gunners lost 2-1 to Southampton in the third round of the League Cup on Tuesday night, but he elected to remain positive about his home debut.
"Despite the result, it was obviously fantastic to play at the Emirates," Hayden told Arsenal's official website. "It's the first time I've played in front of a home crowd which was good. I've been on the bench a few times so it was good to finally get on the pitch.
"It's a great starter, a great first taste and you want more of it. That's the aim, you want to be playing at the highest level of professional football that you can."
Hayden has made just two senior appearances for Arsenal.