Hayden, who made his debut in the 1-1 draw against Nottingham Forest on Wednesday, says:
"The situation is that I have been at Crystal Palace for seven years and they have been very good to me; the best way to learn is to play in the first team.
"Thankfully I played a lot of games for them at a young age but it was just that I felt that I needed to move on and find anew challenge.
"I have read it that I am 28 or whatever and people think I have got a fake birth certificate; I get it everywhere."
He says there is no problem with the south London club but felt it was the right time for all concerned to change his scenery.
"First division football is getting better every year and I would thank Crystal Palace for the way they have treated me but it was time to move on," he says.
"That is what I have come here for, to better myself; this is a big club and it is all geared for the Premiership, so hopefully they can better me and we can all get there."
Hayden says there were other offers and reveals:
"I spoke to Alan, and he is very enthusiastic as well as being a good young manager; when he settles in hopefully the results will happen.
"I had a Premiership club that offered me a contract at the end of the season but having spoken to West Ham I had a decision to make - and the decision was to come here; I want to help West Ham get into the Premiership and hopefully it is the right one.
"I have made it on the basis that I think this club is geared for the Premiership - but that is not taking anything away from this division.
"We are all going to have to work very hard and knowing this level I think it is going to be a hard job - but I think we can do it."
As for the new manager, Alan Pardew, he says:
"The bottom line is I've got to get this team back to winning ways; we put a lot of work into the game and unfortunately it hasn't gone as we'd planned.
"I understand the fans' frustration - we're at home, we're West Ham, we've got to win but I thought the fans were terrific in the second half; they gave me a lift, so I'm sure they give a lift to the players who were playing for an unfamiliar manager in an unfamiliar system.
"It was a real kick in the teeth letting in a goal in the first five minutes and we were a bit negative in the first half, a bit slow to react to things - but after the first half we started to play a bit of football."