The former AC Milan and St Etienne forward became the first player from Gabon to appear in the Bundesliga, and consequently the first to score and the first to grab a hat-trick in Saturday's 4-0 win for the Westphalians in Augsburg.
Coming from Ligue 1, the 24-year-old says he still has to get used to the difference in the pace of the game.
"I really noticed the intensity of the Bundesliga," he said on his club's website.
"It's far more intensive than Ligue 1. The tempo is higher, but it didn't cause me any problems.
"I like being in Dortmund and I want to work hard week in, week out, and then we'll see what we can achieve this season."
The pace of the game should not be too great a problem to one of the league's fastest players who showed with his goals that he can think as quickly as he can run too.
"He is fast and can run away from anybody," said Dortmund coach Jurgen Klopp. "His team-mates often try to play the ball into his path and we're going to have to vary things a little.
"He had plenty of chances in pre-season and really didn't take all of them, but today was fantastic.
"Auba fits in well here and that's the most important thing."