The 24-year-old forward - one of Europe's most highly-rated prospects - signed a five-year deal with the Bundesliga outfit earlier this month and appeared for his new club in a pre-season friendly against Madgeburg on Saturday.
"I was stunned with the welcome I received during a friendly on Saturday," he told L'Equipe. "There were 50,000 fans there, it was crazy.
"It was important for me to choose the right sporting project. I have dreams and I want to make them reality.
"It seemed obvious to come here. The game they play here is perfect for me and I couldn't dream of anything better. I have always wanted to play for one of the greatest clubs in Europe. Here I am."
Aubameyang scored 19 goals in Ligue 1 last season.