The 28-year-old made his debut in the English top-flight last season on loan with Fulham, racking up an impressive six goals in just 12 games for the Cottagers.
Pogrebnyak has already made an impression with the Royals, scoring against Chelsea in his second game for the club.
"My dream has always been to play in the Premier League," he told Sports.ru. "At the end of the 90s I liked watching English football very much so I wanted to sign [for a club] in England but I didn't think it would happen so late. But now I'm here and I'm happy about it.
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"It was impossible to get a ticket to the games of Manchester United so we went to a Chelsea - Newcastle game. Without [Roman] Abramovich and the star players Chelsea weren't such a big team as they are now."
Pogrebnyak explained why he was attracted to English football so much, rather than some of the other major European leagues.
He continued: "Because of the speed, fights and tough play. As a striker I always liked crosses from the wings.
"When I was sitting in front of the television in Russia I was amazed to see when someone heads the ball after a big jump or started to dribble, it was very fascinating for me to see.
"Scoring a goal like this and then running to the fans - it's like paradise for me."
Pogrebnyak also dismissed returning to the Bundesliga, with the former Stuttgart player adamant he wants to continue to ply his trade in the Premier League for the foreseeable future.
"In Germany the stadiums are packed and the infrastructure is good. But I couldn't become one with the rest," he explained.
"Here you don't have time for the training - game, regenerating exercise, training and game again.
"In England you're tired because you play football frequently, but in Germany you're tired because you train as much as a horse. But here everything is a joy and a satisfaction."