The 22-year-old signed for the Ligue 1 outfit for €2m (£1.6m) while on international duty with Denmark in August and has repaid the club with four goals and one assist in nine games.
"The speed of the game is really fast, and the physical part is tough, there's a lot of strong players here that I'm not used to," the Denmark international told The Ligue 1 Show.
"The most difficult game I felt was against Monaco, but maybe it's because it was my first game and I have to learn. After the first game, I felt like, 'this is really hard'.
"It's been going really well, everyone in the club, in the city has been taking good care of me and been treating me really well, so of course it's been easy for me to go in to the team and just play football."
Le Tef take on Evian TG this evening.