The Red Devils beat Valencia 2-1 in a friendly at Old Trafford on Tuesday - the club's sixth win from as many matches this summer - but the Dutchman warns that there is still work to be done, with the Premier League opener against Swansea City to be played on Saturday.
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"Old Trafford was fantastic. I come on the pitch and they are shouting and screaming your name," Van Gaal told the press. "It is also a big pressure as they expect a lot and you cannot change everything in three or four weeks.
"The players cannot change either so we have to wait and see and develop and we need time. But we have won every game until now and that is fantastic when you see our opponents so we have great confidence for Swansea City."
Van Gaal also noted that his side's performance on Tuesday against Spanish opposition was the team's worst of the close season, despite Marouane Fellaini's late winner ensuring a perfect summer record.
"The main thing is that we have won in spite of playing our worst game. We made a lot of wrong choices, wrong passes and we didn't press too much," the former Netherlands boss observed.
"I think Valencia is a very good team, very comfortable on the ball so it is not easy to press but, in spite of that, we dominated the game and at the end we are the winner because we are fighting until the last minute and that is also a good signal.
"It is a start. We had four debuts so I am pleased we have won the game against a very good team."