The former Villarreal goalkeeper kept a clean sheet for the preseason friendly win against Club America.
"It’s been a busy few days," Jorgensen told chelseafc.com.
"There have been many new things to take in and it’s been busy, but finally I’ve taken the first steps and made my debut as well. So I’m very happy and now I will keep building and getting to know the players better.
"Keeping a clean sheet is the best feeling. It was a bit hard because I only did one training with the team and I didn’t have so much time to get to know all the players yet, but I’m happy with the debut and that we didn’t concede any goals.
"A lot happened in these last few months but I’m very happy to be here at Chelsea. I just want to keep building, get better, get to know the staff and all the players better, and how we play."
On fellow Blues keeper Robert Sanchez, he added: "Competition is always good.
"I came here to compete with him and obviously the one who plays is up to the manager.
"So I will try to do my best every day in training and then at the end of it the manager will decide who plays.
"Everyone to be honest is working with me very well. Robert as well, he seems to be a very good guy, a good trainer. I think it will be healthy competition and a good competition."