The former Manchester City captain has joined Milan on-loan to June, with the option to buy.
Striker Abraham told CBS Sports: "The first thing I said when I came here was that it was time to spread my wings and try something different.
"Now people are realising that there is more to it than just being in your comfort zone. What brings so many players from England to Serie A is that they are no longer afraid, people want to try something different. There is no better place than Italy to learn the culture and football.
"Life is good here, so it is definitely a good experience. When Walker called me, the answer was clear and obvious. I just told him how great this club is, how wonderful it is, my experience so far. It was not a difficult decision."