The 22-year-old signed from Villarreal in Spain for a fee of £20.7 million last week.
After signing a seven year deal, which has become standard for Chelsea, Jorgensen admitted he is up to the challenge of competing with Robert Sanchez for the no.1 shirt.
“Competition is always good,” Jorgensen said.
“I came here to compete with him and then, of course, the one who chooses is the manager. I try to do my best every day, get better.
“In Spain, we also always try to build from the back and play with the goalkeeper. I would say I'm pretty confident with that.
“Now, obviously, I have some knowledge of how the manager wants to play but it's been very quick.
“I've seen some videos. I trained yesterday. But I'm looking forward to getting to know his style of play better.
“Everyone welcomed me very well. Robert as well. He seems to be a very good guy, a good trainer, and I think we will compete good. A healthy competition. We will have good competition.”