The Spain international, who stands just 5ft 6in tall, made the move to Emirates Stadium from Malaga in a reported ?15million deal this summer.
He made an immediate impression on his top-flight debut against Sunderland, creating a host of chances for his Gunners' team-mates, only to see them all spurned in a frustrating 0-0 draw.
But the former Villarreal man is enjoying the increased tempo of the game in England and is now eager to make his mark with the North London side.
"It's overstated, the idea that smaller, technical players can't do well here. We have powerful players in Spain, too," Cazorla told Arsenal Player.
"Being tall isn't what makes you a good footballer and I don't think that's the defining factor in English football at all.
"It's a great league and it's a different challenge. There's a great passion for football here and it's a wonderful place to play your football.
"My initial impressions are really good and I'm really happy to be here. Hopefully we can have a great season this year and with any luck I'll be able to help the team achieve great things.
"It's a great team, with a very important history in the English game. I know they've been interested in me for a few years and that means a lot to me. It is a good fit for me.
"Here there is a faster rhythm to the game, a higher tempo. In Spain, games are more cautious, more tactical. Here is more tempo, more to-ing and fro-ing, but I like it.
"Every day I'm becoming more used to my team mates and enjoying myself more. The club have done a lot to help me settle in the team and to make it easy for me to get used to life in the city. Every day is a little bit better and I feel a little more comfortable."