Beckham made his PSG debut as a 76th-minute substitute for Javier Pastore and was involved in the build-up to Zlatan Ibrahimovic's injury-time clincher as his new employers beat their bitter rivals 2-0 at the Parc des Princes.
And the former England captain told Le Parisien: "It's a big game, the biggest in France. It's a good one to make my debut in and I'm happy to have played in it.
"I was a bit nervous, there was a bit of pressure. When you come on at 1-0, you know the game can turn either way.
"If you come on and your opponents score... Thankfully, the opposite happened.
"It was important to beat Marseille because they are a direct rival, especially after (second-placed) Lyon had won earlier on. Marseille are now eight points back (in third), and that's a good thing.
"The French league is very good, I've said that before when I've played against French teams with Real Madrid or Manchester United."
Coach Carlo Ancelotti said after the match that Beckham has a good chance of featuring in Wednesday's rematch in the Coupe de France and the player is keen to establish himself and ultimately force his way into the first XI.
"There are lots of big players in this team," he said. "Coming here in the transfer window, I knew I might not be starting games - but that is the objective.
"I've had a break of seven weeks and I'm not yet back in my best shape, but I'm feeling better and better."
Beckham has yet to get to grips with the language in his new home country but said: "It should come quickly. I will start my French lessons very soon!"
The city's mayor, Bertrand Delanoe, is delighted to see Beckham added to the big-spending club's stable of big names and expects a boost to the city's image internationally.
"He is a big player, someone who has a big reputation internationally," Delanoe told L'Equipe.
"Football is like that now, with powerful enough finances and a worldwide profile. He brings worldwide attention to Paris."