The 24-year-old ended his stay with Nottingham Forest in the summer to pen a three-year deal with last term's Championship play-off finalists Watford and has already got on the scoresheet, netting in the 6-1 home over Bournemouth.
McGugan, who will line up against his ex-Forest team-mates in Sunday's Sky Live encounter, told FL72-Preview that he is enjoying life at Vicarage Road - and working under Gianfranco Zola.
"Sometimes you have to come out of your comfort zone and this move will help me as a player and bring more out of me as a person off the pitch," said the attacking midfielder, who played in 202 league games for the City Ground outfit.
"It has been okay so far; the club's been fantastic and the fans have been brilliant.
"Hopefully I can start repaying them with performances on the pitch; I class myself as a goal-scoring midfielder so hopefully I can get plenty more throughout the season.
"One of the reasons I came [to Watford] was because of Zola; he did unbelievable things on the pitch when I used to watch him as a kid and I want to learn off someone who has been at the top level."
McGugan expects to be contacted by his former Forest friends in the build-up to Sunday's kick-off but he says he is focussed on winning the clash for Watford - and helping the Hornets bounce back from their Wembley loss to Crystal Palace in May.
"I'm sure I'll be getting a few texts because I was close to a lot of people there and the club was a massive part of my life," McGugan said of Forest, who have won all three of their Championship games so far.
"But the game is the most important thing as Forest are going to be up and at us and expecting to give it everything they have got after their good start to the season.
"There was always going to be a slight hangover [after the play-off final defeat] and a look back at what might have happened, but as soon as we got back for pre-season we knew there was a chance to do it again [and go one better]."
Watford's fixture with Forest completes a Championship double header on Sky Sports this weekend, with promotion favourites QPR visiting Dougie Freedman's Bolton on Saturday lunchtime.
Rangers boss Harry Redknapp has shipped out a host of players, including Chris Samba, Jose Bosingwa, Djibril Cisse and Park-Ji Sung, following relegation for the Premier League last term.
But Birmingham boss Lee Clark, who joined Simon Thomas in the Sky Studios café to preview the upcoming Football League games, thinks Redknapp has purchased shrewdly this summer as he hunts an immediate return to the top flight.
"Harry has made decisions very quickly and knew what he wanted to do with the squad, and he has brought five players in of the highest Championship quality, including Charlie Austin," said Clark.
"Goals win you games and Charlie is a great goal scorer who will be at the top end of that scoring chart, while Richard Dunne, Karl Henry, Gary O'Neil and Danny Simpson have played at higher levels and will only make QPR stronger.
"They will be the team everyone is looking to beat."