Nastasic joined from Fiorentina in the summer and has settled well in a City defence that has kept five clean sheets in their last six league games, including Wednesday night's 2-0 win at Wigan.
The 19-year-old Serb has forged a solid defensive partnership with Kompany and he regularly turns to the Belgian for advice on how to cope with the demands of playing in England.
"It's going very well. I'm very happy. The road is the right one and I think I'm going the right way," Nastasic said.
"I've been here for the last two or three months and, yes, I am playing with Vinnie (Kompany) but the other guys are good - Joleon, Kolo (Toure) - and they can also play well but I'm feeling good.
"We (Vincent and I) talk every day on the pitch and on the training ground, and it makes me happy to play alongside such an excellent captain and in such a good team.
"I do like the way the English game is because it is quite quick. In Italy it is a little bit slower but I do like it and I prefer to play in a quick game.
"Whatever I am learning, I am learning along with Vinnie."