The winger has returned to Selhurst Park on loan until the end of the season and will join up the Premier League leaders in the summer.
But the 20-year-old is relieved that all the speculation surrounding him is over and is looking forward to helping Ian Holloway's side's promotion push.
He said: "My dream was to play in the Premier League but I never thought I'd be signing for one of the top four teams.
"(But) I didn't like the speculation and I just wanted it over with. Not knowing what's happening is not really the best thing. I just wanted to get back to playing football.
Zaha has scored five goals in 31 appearances for Palace this campaign and the Eagles currently lie two points off the automatic promotion places.
And the England international is desperate to help his side return to the Premier League before he departs.
He added: "I'm glad I'm back on loan as I didn't want to leave the job unfinished. Being with the team is like a family.
"I just want to get back to doing what I do best and get us back to the Prem.
"That's what I've got my mind set on."