The 28-year-old joined the Rojiblancos from Metalist Kharkiv this week and insists he was happy to reject Malaga in order to join Diego Simeone's side
Sosa completed a temporary switch from Metalist Kharkiv earlier in the week after spurning interest from a number of other European sides, including fellow Liga outfit Malaga, who face Atletico on Saturday.
Malaga boss Bernd Schuster admitted he was disappointed to have missed out on the 28-year-old after opening talks with the player as early as November, but Sosa says he had eyes only for Atletico once Diego Simeone came calling.
"A few clubs were interested in signing me but as soon as I found out that Atletico was one of them, I was in no doubt at all," he told reporters this week after his first training session. "I know the coaching staff and the project; I'm going to give my best in what is a new challenge for me.
"Malaga were interested as were other clubs but when I learned about Atletico's interest and spoke to the coaching staff, I knew right away that I wanted to come here. It was an instinctive feeling and that's why I am here now."
Sosa - who will wear the No. 24 shirt for the Rojiblancos - says it is vital for him to adapt to Simeone's plans quickly as he looks to secure regular football to boost his chances of a World Cup place with Argentina.
"I was able to have a chat with him [Simeone] today. He'll give me more details about what he wants in time," Sosa continued. "It's important that I adapt as soon as possible and over the course of the next few days, I'll get a clearer idea of what he expects from me.
"I already know everyone in the technical team - that will give me the chance to adapt quicker. I know that I have to give the best of myself, I will accept all of the decisions the coach makes."