The Watford wideman was thrown on for the last half hour of the 2-0 defeat by Belgium and betrayed little sign of nerves, showing plenty of attacking endeavour and some promising touches.
"It was amazing. From the moment I got there to the moment we were singing the national anthem I had goosebumps," he said. "It was a really good day bar the result.
"Belgium are a very good team. They are going to the World Cup and I'm with Watford in the Championship so it was a step-up, but I feel like I'm doing all right in training with the boys.
"There are a few Premiership and Championship players there and I think under the tutelage of the manager I can progress and improve furthermore.
"The gaffer has given me a lot of confidence, he wants us to run with the ball, he wants us to attack players and commit players and I think that's one of my attributes. I tried to do that when I got on the pitch.
"I'm equally happy both left and right. At Watford we play with wing-backs and I'm normally a wing-back. They expect you to get up and down because I'm a fit lad.
"Obviously here I need to learn to tuck in a bit more sometimes, which I'm sure the gaffer will have a word with me about, but I think I did all right."
Scotland now travel to face Macedonia in Skopje Tuesday night and Anya will be delighted if he is given another chance in the blue jersey.
He added: "I'm just grateful for my debut and I'm a patient man. If the manager decides that he wants more experience in Macedonia, being an away game, I'm more than happy to do what the manager wants.
"But if he chooses me I'll be more than happy and I'll give him my all again.
"Whenever the gaffer calls on me I'm more than happy to step up and try to do what I can on the pitch."