And Forren says he may contact the ex-Manchester United striker for advice ahead of his expected debut at Old Trafford on Wednesday.
Forren moved to Southampton from reigning Norwegian champions Molde after initially being linked with a move to Liverpool.
But now he has moved to the south coast Forren wants to push on with the Saints after being sold on the Barclays Premier League by Molde boss Solskjaer.
"It has always been a dream to play in the Premier League," he said. "After a chat with Nicola (Cortese, Southampton chairman) there was no doubt for me with the plans he has for this club in the future.
"To be a part of that was hard to say no to, it is a team that is on its way up and a team who wants to play football - I was sure this was the right club for me. The club really wanted me and this feels the right club to play football in.
"For me he (Solskjaer) has meant everything to me, he is a great coach and I have taken big steps because of him.
"I spoke a lot to him about the move and he really wanted to give me this opportunity so I have to thank him for that."
Forren could make his debut for Southampton when they travel to league leaders United on Wednesday night and former Old Trafford favourite Solskjaer should anticipate a call from his former centre-back.
"I haven't spoken to him in the last week but maybe I will give him a call tomorrow night," he said.
"He thinks it is a good step for me and a club on the way up."
The deal to take Forren from Molde to Southampton came during a managerial change at St Mary's but the player revealed he never had discussions with former boss Nigel Adkins about playing for the club with new manager Mauricio Pochettino now in charge of the Saints.
"I never spoke to Nigel," he said.
"I knew that there was a change and that the new manager wanted me here. For me it was never a problem, I was happy to be here and have an opportunity to play for Southampton."
The Premier League is very popular in Norway but Forren is not worried about upsetting people back home if Southampton pull off an upset at Old Trafford.
"All of my friends and family in Norway are happy for me to be in the Premier League, everyone loves the Premier League in Norway," he said.
"Of course I have some friends who are United fans but if I do well and we get the three points I think they will be okay."
With Jose Fonte still missing through injury and Forren settled into the Saints squad following a training trip to Barcelona the 24-year-old looks set to make his debut against United.
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