The 32-year-old arrived at Stamford Bridge in August from Russian side Anzhi Makhachkala, but he has yet to score in any of his five outings for the Blues.
However, having previously played his football in Spain, Italy and Russia, the Cameroon international has admitted that he must improve to be successful in the English game.
"Already I have noticed that English football is very physical – more physical than other types of football," he told Chelsea's official magazine. "It hasn't been too much time yet, so I need to continue working to make sure I keep improving my level.
"Every game here is important and I realise that. I have come here to enjoy playing for Chelsea and to enjoy the football. I go into every game with the same approach.
"It doesn't matter where you put me, I will play football. My teammates are helping me a lot and also the coaches, so I feel that I am settling into the team."
Eto'o is believed to have cost Chelsea around £5m.