"It is a great move for me; it is a good club with a great chance of going back up," he says of his free transfer to the Hammers which was finalised just before training on Friday.
"I was a bit surprised, really, because it just came out of the blue to be honest.
"It was a nice surprise and when the manager told me he saw my eyes light up.
"When he realised I was interested he didn't stand in my way."
Brian, who scored 13 goals to win promotion with Leicester last season, has a contract until the end of the campaign at Upton Park, and he adds:
"Obviously I am going to see how it goes but I want to play on after this season so we will see what happens.
"I need to play as much football as I can now and this certainly isn't a step down.
"At Leicester I certainly wasn't getting in the first eleven so it is nice to come here and be involved in what is going on.
"West Ham is a big club and it is a young squad with a good mix; we are right in the pack and it could, and should, be a good season for the club."
Brian is no stranger to some of the players at West Ham, and he adds:
"I played with Don Hutchison and Wayne Quinn at Sheffield United and I know a couple of the other lads as well.
"I was with Robbie Stockdale at Middlesbrough and I have played against a lot of the boys at the club too."
He has also met up again with Ludek Miklosko, who suffered horrific injuries when he collided with Brian when he was a Leeds player in the 90s.
"He came and saw me this morning and we had a little chat," says Brian.
"We had an accidental clash a long time ago - it was not on purpose; he is a nice chap."
Brian, who will wear 29, is hoping to make his debut at Highfield Road and adds:
"It is a big game against a side who have done well recently and are strong at home, so it is going to be a tough game for us."
Meanwhile, Alan Pardew denies rumours that Joe Cole is set to return to West Ham from Chelsea on loan.
"I am sure he would be welcomed back by the fans and which manager wouldn't want him, but there has been no contact about Joe and I don't know where the rumour comes from."