The former FC Groningen defender sealed a £2.6million move to the Scottish champions last summer and has been a stand-out performer for Neil Lennon's side.
The two goals conceded against Aberdeen in Saturday's William Scottish Cup defeat were the first the Hoops had let past them since mid-December and they are now on course for a third Scottish Premiership title in a row, leading the second-placed Dons by a mammoth 21 points.
Despite that surprise cup exit, Dutchman Van Dijk says his first move abroad has gone as well as he could have planned.
The 22-year-old told the Celtic View: "It feels very good to be unbeaten in the league so far and I'm very proud of it.
"I think the whole team should be proud. It's a big team performance to do this and also a personal achievement for me, too, because I've never experienced this before in my life, so I'm very happy.
"It's a good partnership I have with Efe Ambrose - he's a good guy. Off and on the pitch I talk with him a lot and I learn from him and I think he can learn from me, too.
"It's definitely me who is the talker, though. It's something that is natural for me, to talk a lot during the game, not only to Efe but to all the other players.
"Fraser Forster communicates well, just like any other goalkeeper but he is exceptional in his qualities. He's an unbelievably good goalkeeper. I've never trained or played with a keeper like him. He's a good guy, too, who is enjoyable to play with.
"You hope that when you come to a club like Celtic that you can do well. You have something in mind, you hope that it goes to plan and so far for me, winning games and breaking records means it has, so I'm happy."