The Hammers spent a club-record £25m to secure the services of the Austria international earlier in July on a five-year deal.
Since completing the move, Arnautovic has come in for criticism from Stoke chairman Peter Coates and midfielder Charlie Adam, both expressing their disappointment at his decision to leave the bet365 Stadium.
In response, the 28-year-old told Sky Sports News: "To the fans I was let's say the hero and now I am zero. But that's football. The one thing I can say is, I am happy to be here and happy to play for West Ham.
"Of course it was tough for me because the fans over the years were very supportive of me, but I came to a point where I wanted to see something different.
"I wanted to join West Ham because, for me, it's a bigger club and more ambitious. We can see with the signings that we've made and the players that are already at the club. I think we have a perfect team and now we have to show it on the pitch."