Lindegaard made his debut for United in the 2-1 FA Cup fourth round victory over Southampton at St Mary’s.
He told MUTV: “I have a taste for more. Everyone wants to play at this club. I am no different. I dream of playing. I am not here just to sit and pick my nose.
“It was one of the most enjoyable days of my life so far,” he added of the clash with Southampton.
“I have dreamt of representing a club like this since I was four. Finally, the dream comes true. Obviously, it is a very big thing.
“All beginnings are difficult and Rome was not built in a day. It was nice to come out of the match with a win and a good debut.
“I had a moment with the fans when they hid the ball. It was very nice. They have taken very good care of me. I owe them a big vote of thanks for supporting me.”
“You dream of a clean sheet but not all dreams come true,” he added.
“I was always confident we could come back. The best thing about playing for Manchester United is that we always win.
“You could say the match looked very much like the last one against Blackpool. We didn’t do well in the first half. We didn’t have many chances and they were 1-0 up at half-time.
“But we still managed to change the picture in the second half, luckily for us. It is a very nice win.”