The winger made his first league start since December 4 in Saturday's 1-1 draw with Tottenham after having his season disrupted by a hernia operation in October.
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"I only found out on Saturday morning that I was in the team," he said.
"But obviously I was delighted to be back out on the pitch.
"The injury's still at me a little bit but as the weeks go on we'll push on and the groin will be okay."
Brady is Hull's top goalscorer this season with three Premier League strikes - two of which came from the penalty spot - and the Irishman will be hopeful of adding to that tally when his team travel to Sunderland on Saturday.
"Having had the injury setback, I'm just excited to be back out on the pitch and playing again," he added.
"Watching from the sidelines for such a long period was very frustrating but I've every confidence of getting back to where I was."