The keeper, a £75,000 signing from Barry Town, is on the bench for the reserve game against Charlton tonight as Steve Bywater makes his comeback after recovering from a broken wrist bone.
But David did play last week against Arsenal, when Steve was on the bench, and says: "I was pleased to get my first game out of the way, especially playing at Upton Park against the likes of David Seaman and Tony Adams.
"David came up to me afterwards, shook my hand, and said I had played well, which was encouraging. I felt I did okay in the game and hopefully I can do as well as he has done in his career.
"The pitch is smashing and the ground is unbelievable, and everybody has been great, making me feel comfortable.
"They have all made me feel very welcome and congratulated me on joining. David James has told me to get my head down and work hard.
"Steve Bywater is back and fit again, so we will just have to wait and see what happens and play it by ear.
"The training has been tough but I seem to be coping all right, and hopefully after a couple more weeks I will be fitter and sharper."
David, who was a full time professional at Barry, was recommended by former player Kenny Brown, and he says: "I speak to Kenny regularly. He has been great to me, giving me loads of advice, and I have had a chat with Glenn who has told me it can happen if I work hard."
David aims to learn as much as possible in the shortest space of time, and adds: "I just want to play a couple of games in the reserves and hopefully by the end of the season get on the bench, because you never know in football what might happen.
"I will get these couple of months out of the way and then get a good pre-season in.
"You can't come to a club like this and just be in awe of everyone. You have to get on with it and if you work hard enough you make your own luck.
"Everyone wants to play and I that is what I have come to do. Hopefully some day I can break into the first team.
"I am really enjoying training even if they are all banging goals in past me!
"It is hard to believe, coming from non-league, and all of a sudden playing against some of the best players in the country who represent their country and will probably be going to the World Cup."