The Ecuador midfielder says he's be stronger for a first season in a Chelsea shirt.
"At the beginning it was tough for me because it is a big club and that you always have to win every game. It was tough for me as I was at Brighton where the pressure is less. Chelsea is different," he told chelseafc.com.
"There’s a lot of pressure because of the club’s history, the players who were here. It was really tough to be there, but in the last four or five months I felt more comfortable at the club because I had a lot of people around me.
"(I was struggling with) confidence because I have the quality, and I know the player I am.
"But sometimes if you are not strong in your mind it is difficult. After every game I watch my game. A guy I speak to regularly told me, 'Moises, you are a good player, you can do whatever you want on the pitch with responsibility. Just trust in yourself. If Chelsea paid that for you, it’s because you are a very good player'.
"I hope to perform even better and show my qualities."
On Maresca, Caicedo added: "He plays like the same system that I played in Brighton. He wants the same. He wants me to show my quality, to have good personality, to show to my team-mates that I am the boss on the pitch.
"For sure, I will be a good player with him."