The 26-year-old joined the Welsh club from Spanish outfit Rayo Vallecano for £2m in the summer and has scored four goals in three Premier League games so far.
"It has been a dream start," he told Swansea's official website.
"The team has played very well. We have scored 10 goals and only conceded two.
"To have seven points after three games shows we have done very well so far. We are playing to our strengths, and everyone is enjoying the way we play."
Michu also praised new manager Michael Laudrup for his style of football.
"We have some very good players here," said the Spaniard. "I really enjoy playing with this team – the manager wants us to play football - pass and move, pass and move.
"I think everyone enjoys watching us play."
Swansea are currently second in the Premier League table with seven points from three matches.