Gerrard brought a swift end to his Ibrox tenure last week when he was confirmed as Villa’s new manager on Thursday – just 24 hours after learning that the English Premier League side wanted him to replace Dean Smith in the dug-out.
Speaking to Villa's official website, Gerrard revealed: "I first heard about Aston Villa's interest on the Wednesday, I had a call from my representation and when the call sunk in, I wanted it to happen very quickly, because the opportunity was too big.
"I've learned an awful lot in the past three-and-a-half years. I've lived under that pressure to win every week. There was a big building job to do there and I can walk away with my head held high."
Gerrard paid tribute to his Villa predecessor, who was today appointed new manager at Norwich City, but is in no doubt about the size of the task he faces, with the club currently languishing in 16th place after five consecutive defeats.
He added: "I like a challenge, I like a risk.
"I think this club will suit me because the fans are very passionate and there is pressure here to win. For me it is about bringing everyone together to believe we can do exciting things together.
"Dean Smith is someone I've got a lot of admiration and respect for. I can't control how things happen but I think the success he's had here and the respect he's gained... he's going to be a hard act to follow.
"I think everyone knows I've got the job for a reason. The form of late has dipped and for me it is very much a case of getting involved and analysing the squad close up, because there is a lot of talent in this squad."
Gerrard will take charge of his first match against Brighton on Saturday before taking his new side to Anfield to face his old club Liverpool next month.
"I don't think me or anyone else will be able to control the noise. For me, that's not important," he said.
"What is important is the chance to go to Anfield and win, to take maximum points, which is the attitude and mentality we have going into every game.”