The winger rejoined his old club on deadline day, moving from Newcastle United.
Fraser had been pushing all summer to get back to St. Mary’s Stadium, where he always enjoyed his playing days.
"The first day going back up there was tough," Fraser told the Daily Echo.
“No disrespect to Newcastle but I knew that I was going to be training by myself.
"I've got to say, the under-21s coaches I worked with up there looked after me. We worked hard together and tried to get the best out of the situation.
"From speaking to Russell all the time and speaking to the club, it was always going to be a last-minute thing.
"It was tough but I'm glad to get it done. There are a lot of worse things in this world that people deal with. My situation is nothing compared to that."