Lukaku is spending a second season away from Chelsea after scoring 17 Premier League goals with West Brom during the 2012/13 campaign.
He was wanted back at West Brom this term, but opted for a move to Everton and scored the winner on his debut as a substitute against West Ham last weekend.
The 20-year-old was handed his first league start for Everton against Newcastle on Monday night and he scored twice in the first half, in addition to creating Ross Barkley's goal.
The Belgium international enjoyed his Goodison Park experience and is hoping to help Everton to as high a finish in the table as possible.
"I loved it," Lukaku told Sky Sports. "I've been waiting a long time. My team-mates have helped me feel at ease and they kept talking to me.
"I was focused. We did the job, we won and we are still unbeaten. We have to continue like this.
"We started well. In the second half, we missed chances, so we still have to work and I think we can improve on it.
"I want to improve on last year and help my team-mates, and hopefully we can end as high as possible in the league.
"We want to improve and they have helped me to improve. I will keep both feet grounded and try to improve every game."