Lukaku completed an €80 million (£74m/$90m) move to Inter from Manchester United last week, putting an end to a summer of uncertainty at Old Trafford.
The Belgian was deemed surplus to requirements under manager Ole Gunnar Solskjaer, who favoured other options like Marcus Rashford ahead of Lukaku after he took over Man Utd in December.
In two seasons at Old Trafford, Lukaku scored 28 goals in 66 appearances for the Red Devils.
The 26-year-old has already looked at home with Inter, scoring four times in his side's emphatic friendly win against Virtus Bergamo at the weekend.
Perhaps part of his strong start is down to the training sessions in Italy, which Lukaku believes are more effective than they were in England.
When asked by Otro about training, Lukaku replied in a video posted to Instagram: "It's hard man. It's different. In England, it's a lot of work. But over here, it's real work."
But the Belgian appears happy to have made the move to Italy, though he doesn't seem too interested in seeing the sights in Milan.
"The city is nice. I don't mind," Lukaku said. "I didn't come to live. I came here to help the team achieve something."
Lukaku also appears to be adjusting to the food, simply saying "salad" with a laugh when asked how he likes the cuisine in Italy.
The Belgian will now turn his attention toward the first game of the Serie A season, with Inter set to host newly-promoted Lecce at San Siro on August 26.
Inter are looking to improve upon a fourth-place finish last season under Luciano Spalletti, with the former boss having now been replaced by Antonio Conte.