Vazquez is yet to open his account for the Swans after joining from Getafe on deadline day, but he is soon hoping his first goal will come.
"My first aim is to help the team, but I am a striker so of course I would like to score," he told the Swansea Evening Post.
"I haven't set any goal targets, hopefully I can get my first goal soon and move on from there.
"On and off the pitch I'm feeling really good. There are a lot of Spanish players here and I feel at home.
"This was the best offer I could have hoped for and I couldn't wait to accept when my agent told me about Swansea's interest. I said straight away 'let's go to Swansea.'
"I was really happy to come here and have a chance to play in the Premier League.
"I was really excited and I hope to do well."
Vazquez will face Mauricio Pochettino on Sunday, the Southampton manager who gave him his debut whilst at Espanyol.
"I have really good memories of playing under Mauricio and I'm really grateful that he gave me an opportunity at Espanyol," he said.
"His team always like to pressure the opposition and in attack they like to pass.
"I really enjoyed working under him, he is a good manager. His team will play in a similar way to Swansea and Southampton will be a tough game.
"I wish him all the luck, after the game of course, because I hope to be involved and continue trying my best for Swansea."