Hein is on a season-long loan with the promoted LaLiga club.
"Even though the team is down, my first loan outside is being a very good experience for me. I think I'm doing my job well, helping a lot, I'm happy," said the goalkeeper.
"The level of LaLiga is very good. Except against Barcelona, I think we have competed and been close to winning all our games.
"There are very good teams, such as the Athletic, which we will receive next Sunday, which is a dangerous rival. I see the team great, we are united, we just have to change certain details."
Asked what these are, he replied, "Let me not tell you, I'm sure the coach wouldn't like it."
Hein is happy at Real Valladolid and is ambitious: "I notice that individually I have improved a lot, but I want more. I want to keep improving, I seek perfection."