Villa produced a sterling performance against Premier League leaders Manchester United this weekend despite eventually losing the match 3-2.
And despite the defeat, Guzan believes the effort put in against the title chasers was a sign of the progress being made under Lambert at Villa Park.
"I thought the performance against Manchester United was a good indicator of where we're heading. I think it's a sign of good things to come," Guzan told the official Villa website.
"We want to create something special and the manager wants to do that too.
"I feel the pieces of his jigsaw are starting to be put in place. It will take time but we're on the right road definitely.
"That's starting to show. Everyone watching could see what we're all about - desire, determination and a real attacking philosophy.
"We will continue to grow and build under the gaffer. We're improving all the time. We're starting to create an identity for ourselves as a team under the manager. It's exciting times ahead."
He added: "We know it's not going to happen overnight but, at the same time, we're really excited about what's going on. It's about where the manager wants to take the club and how we get there. It looks really good.
"It was good for the fans to see that performance against Manchester United. They were pleased with our display in terms of the effort and the ability on show from all the players.
"I thought we were unlucky overall. As players, when you walk off the pitch after a game against Manchester United feeling that you could and should have gotten a result, it's a good sign.
"The fans were absolutely tremendous too. The noise and excitement levels were up there with the best I have experienced at Villa. It was unbelievable.
"We gave them something to cheer about. I thought our work-rate, our eagerness to defend, our ability to go forward and create chances were all there. It was fantastic. It created a buzz about the place."