The Colombian international surprisingly joined Bayern on a two-year loan deal from Real Madrid last week.
The 25-year-old's unofficial debut for the German champions came in the Telekom Cup against Werder Bremen on Saturday, and the attacker played a key role in Bayern's 2-0 success over their fellow Bundesliga outfit.
"I felt good. I'm gradually getting fitter and I think we had a good game. Now we're going to try to keep doing things well in order to win trophies, which are what we're playing for," James told reporters.
James, who started just 13 La Liga games for Real Madrid last term, will spend the next two seasons on loan with Bayern, at which point the German outfit will have the chance to sign the former AS Monaco attacker on a permanent deal.