The 22-year-old, who joined for a figure in the region of £12m, has been one of the stars of the opening weeks of the season.
"I have enjoyed every bit of England since I arrived and I am looking forward for not only better days but better performances from myself and the team," Wanyama told Goal.com.
"I have not found it hard gelling into the team because my team-mates have been very friendly and they have made life relatively easy for me. The game in England is much different from that in Scotland. In England the speed is quite high and the game is physical.
"Also, Southampton play quite a passing game as compared to Celtic and I must say it is the kind of game I enjoy playing. Generally, I feel very comfortable in the team and the league."
Wanyama had been linked with a number of European clubs before moving to the Saints in the summer.