The former Celtic boss was named as the new Scots chief last month, and got off to a winning start with a 1-0 win over Estonia on Wednesday.
However, Strachan admits that he has never been so excited or nervous before at any point of his career.
"I'm glad it's all over because in 40 years of football that is probably the most excited and nervous I have been before a game in my life," said Strachan. "I didn't know how I would feel when I first took charge of the team. Now I know. It was an incredible experience.
"I don't think I expected that. I thought I had done nearly everything in the game, played everywhere, and it kind of blew me away really.
"I've been in the Champions League, I have had to beat AC Milan, Barcelona, Man United, and it wasn't like that."
Strachan took over the post from Craig Levein, who was sacked by the SFA towards the end of last year.