The Dutchman agreed to join the Red Devils before the World Cup - where he led the Netherlands to a third-place finish - and officially took charge on Wednesday.
With the squad currently in Los Angeles on their pre-season tour of the United States, Rooney says that they must take every opportunity to make an impact.
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"Everyone wants to impress the new manager so that is what we are all aiming to do."
United take on LA Galaxy in the early hours of Thursday morning in Van Gaal's first game in charge and Rooney, who is also vying with the likes of Robin van Persie for the captaincy, is looking forward to getting going.
"We will try to put what we are doing in training into the games," he added.
"Obviously, we have a manager with new ideas so we have to try to train well and make sure we are listening to what he wants to do and take that on to the pitch. We have to show him what we can do.
"I've only had one session but the preparation has been really good. I'm just looking forward to getting more sessions in before our first game."