"When the gaffer told me to wear it I opened my eyes for a bit and thought of Di Canio and other great players that have worn it," he says.
"Trevor Brooking has worn it as well, and when he sat next to me in the dressing room the other day I thought I was dreaming!"
Marlon has made an immediate impact at Upton Park, but for that he is quick to heap praise on his colleagues, and he says:
"It has been awesome and the lads have made me settle in and the gaffer as well so it has been good - and don't you think it helps having such quality around you?
"Competition is the main thing; that is what you want when you are a footballer, to make you on top of your game.
"The first game at Wimbledon just made me feel right when I went into the changing rooms; it was a good atmosphere and when I went into the game I felt good and after couldn't wait for Saturday's game."
Saturday's game against Wigan - Marlon's home debut - may or may not have seen him score a hat trick; is he still claiming it?
"All I care about is the three points but the lads told to me to take the ball - so I did," he smiles.
"It was good, I found it excellent and the 4-0 win made eveyone happy so there was a buzz around the club."
His family and friends enjoyed cheering him on that day and he adds:
"They were well happy and couldn't believe the atmosphere after being used to Nottingham - it is a big change from that, and to get a couple of goals on my debut was great."
Marlon was not at the club, of course, when West Ham lost 4-3 to West Brom after being 3-0 up recently and he adds:
"I couldn't believe it whan I saw the result but it is just something we will have to rectify when we go there."
But he does not subscribe to the view that they are the favourites to win the title and concludes:
"I don't think anyone stands out and everyone beats each other in this division."