Leonardo Bonucci said it was a "wonderful feeling" to experience his competitive debut for AC Milan in Thursday's 6-0 thrashing of Shkendija.
The Italy centre-back started for the club at San Siro for the first time since his €42 million move from Serie A rivals Juventus.
Milan romped to their biggest European victory in 24 years thanks to two goals each from Andre Silva and Riccardo Montolivo, as well as efforts from Luca Antonelli and Fabio Borini.
Bonucci believes there are still aspects of Milan's play that must be improved but he was delighted to have been part of the occasion.
"It was a wonderful feeling, especially in the opening few minutes," he told Mediaset Premium .
"It was hard to break them down but the team did really well. We need to improve in possession, but we're on the right track.
"We take the good things but also what needs to be improved and what the negative elements in the match were."
Bonucci, who has been made captain by head coach Vincenzo Montella, delivered a speech to his huddled team-mates on the pitch prior to kick-off.
The 30-year-old revealed he was offering a warning against complacency as they begin their attempts to close the gap to champions Juve at the summit of Italian football.
"I tried to tell the team that there is no easy game, you have to step onto the pitch to earn the victory every time," he said. "They already knew that, so I didn't tell them anything new.
"It will take a lot of work before we can reach Juve's level."