The France international became the Gunners' club-record signing when he signed from Lyon for £52m in early July.
Moving to the Premier League represents the first time that Lacazette has played outside his home country, and he is noticing the difference.
"Everything has changed. I felt that I was entering a new world," The Mirror quotes Lacazette as saying. "In terms of the players, the technical staff, the football, everything is different. That's what I was looking for. It is I who needs to adapt as soon as possible.
"Everything is different. It's bigger, goes faster, stronger, it's good. It's a great league with lots of teams. In my opinion there is no small team. Even against the smallest one, it's not always easy. I can't wait to see how the season goes."
The 26-year-old, who came through Lyon's academy, scored 37 goals in 45 appearances for the Ligue 1 club last season.