Joachim Low's side claimed a 1-0 win over the South Americans in Brazil and, although the young shot-stopper was delighted his nation were crowned champions, he spared a thought for the 27-year-old.
"I felt sorry for Messi but I celebrated the World Cup a lot, of course," he told Mundo Deportivo.
"I watched the final in Barcelona at the hotel where I'm living. I wasn't part of the team but I was really happy for my team-mates as a German.
"I hope playing for Barca helps me earn a Germany spot. To play for Barcelona will help me show my best qualities to the world.
"I knew my qualities and my experience and so do they. They followed me for a long time, but I don't know how long. When they contacted me, it was a beautiful moment.
"I know the pressure of being Barcelona's goalkeeper but I'm here to play my football and the football Barca want to play. I'm not afraid. I'm happy to be here."
Ter Stegen also voiced his admiration for Luis Enrique, who replaced Tata Martino as Barca coach this summer.
"I like the way he sees football and I like his personality. He's a direct person. He has a great personality and I think he's a normal guy.
"I have great respect for the work he is doing and how he coaches the team."