The 19-year-old admits that playing in the first team has allowed him to grow in confidence.
"When you first come into the team you don't want to make mistakes and now I feel a lot more confident," Davies said. "It feels as if my place is there for me to push on and I've got to show what I can do going forward as well as defensively to stay in the team.
"I hope I can keep getting forward at every opportunity and if I get the chances I hope to get them in the net.
"It was a great feeling to get my first goal in professional football, I was a bit shocked more than anything to see it go in. It was a great feeling."
Swansea host Chelsea in the Capital One Cup semi-final second-leg.