Gerrard, who ended Celtic's nine-year domination in Scotland and led Rangers to an unbeaten title-winning campaign last season, replaced Dean Smith at Villa last week.
"When the phone call sunk in, I wanted this to happen very quickly because, first and foremost, the opportunity was too big. From there, it happened really quick," the former Liverpool and England skipper said in an interview on the club's website.
"When you are in that situation, that is what you want to happen. The last thing you want is for it to drag out because you want to get in as quickly as you can and start working as fast as you can."
After three years with Rangers, Gerrard said he was walking away with his "head held high" having helped rebuild the Glasgow club that had struggled after relegation to the bottom tier, financial issues and insolvency in the past decade.
The 41-year-old is now looking to adapt quickly at Villa with the club hovering two points above the relegation zone after five straight defeats.
"I have to respect that the leagues are very different in terms of the level, but I've learned an awful lot in the past 3-1/2 years. I've lived under that pressure and that demand to win every single week and to compete," he added.
"I think going into another league - different teams, different coaches, different challenges - that's something we'll adapt to pretty quickly.
"The good thing is that I've played many years in the league so I know the level, I know the players, I know the styles. And I've got a real experienced group of coaches as well." (Reuters)