The combative 26-year-old midfielder became the Welsh club's record signing when he recently left Sevilla and completed a deal thought to be in the region of £9.5m with the Premier League new boys.
A Chile international, Medel hopes he can help his country qualify for next year's World Cup in Brazil as well as proving himself in his new surroundings.
"It is a new challenge that I want to fulfil," he told Chilean station, Radio Cooperativa.
"It's going to be different. Football here is tougher, stronger, faster, a new challenge.
"I want to get to try to reach a larger team. I went step by step and got every part of my dream, now my goal is to qualify for the (World Cup) finals, which is what all Chile wants, and to try to play in the Champions League or other major leagues."
One other new challenge the former Boca Juniors star wants to meet quickly is learning English.
He added: "In English I do not know anything yet, but the desire and motivation are there. So I learn fast."