The Emriates outfit signed the Spaniard from Everton on transfer deadline day, and the playmaker has been identified as a possible replacement for outgoing Cesc Fabregas.
Despite The Gunners starting slowly, and their fans expecting big things from their side, Arteta is enjoying his time at the club.
“You are expected to win here – which is a really good thing. We need to be prepared for that and have to take things game by game. We all know we have the ability to do it,” he told Mirror Football.
Arteta is likely to feature for The Gunners against Olympiakos in the Champions League on Wednesday, and the midfielder is keen to play in Europe’s top club tournament.
“It is hard to explain what it is about the Champions League. The atmosphere is different you are playing against the best teams in Europe every time.
“All players want to win the Champions League, and I am no different.
“I cannot wait. Everybody says the atmosphere at the Emirates is really nice for the games in the Champions League. Hopefully it is going to be like that against Olympiakos, and we can give something good for the fans to support us,” he concluded.
Arsenal will look to build on a positive 1-1 draw away to Borussia Dortmund in their first group game, and will take confidence into the match after beating Bolton at the weekend.
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