Robben has signed a five-year contract with Real after his £24.5million switch from Chelsea.
He said: “In the early stages, yes they could have done more.
“But after a while I felt I wasn’t getting the confidence I needed, then I started to change my mind about being at Chelsea.
“And when a massive club like Real Madrid shows an interest it makes it easy and gives you a great feeling.
“When you compare the feeling of confidence you get from Real and Chelsea then you have to go where you feel you will be most happy and that’s what I did.
“I know it’s a lot of money and it just shows the interest Madrid had in signing me.
“They gave me a lot of confidence and showed over the last few weeks they were willing to do anything to get me here. The reception I was given from the fans was above all expectations.
“It was an unbelievable feeling when I went down the steps and the warm welcome I got was really amazing and gives me more motivation to do well for the fans and for the club.
“I will prove that it’s not true that I’m made of glass and I’m always injured. I know I am strong and I know that I can do well here.”