The 22-year-old, who came through the Sevilla youth ranks, moved to the Birmingham club in June on a three-year deal and is one of six summer signings by manager Paul Lambert.
With a new campaign less than three weeks away, Luna, who made 11 La Liga appearances during a loan spell at Mallorca last season, told the club's website: "Football here in England is very quick, very rapid. It's a complicated league.
"For my own view, regarding my skills, it's great that this league is fast. I still need to adapt to things, of course, and feel I am all the time, but I believe it's good for me as I feel I have the characteristics to play here.
"I think I have good athletic abilities - I am quick as a player and that is important in a division like the Premier League.
"It's one of the best leagues in the world and I can't wait for the season to begin. It is close now and I am really excited about that. I can't wait because it's a new experience for me."