Arteta concedes he was "terrified" in his first days in charge.
"I just wanted to make sure I didn't disappoint anybody, that I was capable of doing it," Arteta said.
"I was probably terrified.
"You haven't coached anybody at the highest level, it was the middle of season, without any preparation, without a coaching staff, you get asked to take this amazing and big job."
Arteta says his early tasks included a shift in the culture.
"What I did was basically ask, through somebody I employed, to give me their opinion of how they feel to work in this football club," explained Arteta, whose side travel to Crystal Palace in the Premier League on Saturday.
"It was clear that it had to be changed.
"(It was pivotal) because that was the roots of the football club. If those roots were damaged at that level, there was nothing to build without that.
"So in the first season, we had to put the energy and big decisions into making sure those roots were clean and were in the right context and in the right place to be able to create and build what we wanted to build."