The whirlwind transfer, initially for a month, resulted in Niclas grabbing a few things and flying down to London even before he had spoken to caretaker manager Trevor Brooking.
"I found out on the way home from Everton training so I only had a couple of hours to decide, pack the bags, and fly home," he says.
"If it was only based on football it was not a difficult decision at all; I saw a good chance for me to come and play first team football in a good team and I felt I needed that personally.
"Obviously it has to be sorted out 'socially' with my wife and two children and it didn't take long to decide to come here - now I am, it is really exciting.
"My wife is in Sweden at the moment so I had to phone her straight away, ask her thoughts, and she was excited as well.
"It will be an interesting time, hopefully, and that is life in this business - you have to make quick decisions."
"I hadn't spoken to Trevor yesterday, only to Paul Aldridge but I am speaking to him today at the training ground."
He says, though, that the notion of the loan turning into a permanent transfer is fanciful at this stage and adds:
"If things turn out well it could well be extended but first of all we have to see how things go and whether the club is happy and I am happy.
"If that is the case I don't see why it can't be any longer, but we will see and take it a month at a time to see how everything works out - at the moment I am just looking forward to playing again."
It was Everton boss David Moyes who broke the news about West Ham's interest to Niclas, who reveals:
"He didn't want to pursue me either way but he felt it could be a good chance for me to play first team football."
The Swedish international has found it difficult to break through into the first team this season, having missed a fair amount of the last campaign through tendonitis behind the knee.
"I had an injury last season and then the team were doing really well so it was hard to get back in," he explains.
"But I felt fine in the preseason and I have played in the reserves now so my form shouldn't be too bad at the moment."
Being out of the Everton first team following his recovery has frustrated him and he adds:
"In one way you have to accept it but every footballer wants to play and I am no different from that; some managers have different styles of playing and perhaps I didn't fit in in the way he wanted to play so hopefully I can do a good job for West Ham in the coming month."
Niclas will compete for a place on the right side of midfield, and he adds:
"That is the position I have played most though I have played other roles."
He likes to get forward and adds:
"It is always nice to get a goal or two if you get a chance but I wouldn't say it is the main part of my game - I think I am probably more of a provider than a goalscorer and I am as happy to set up a goal as to score one."
And, talking of the men he will be looking to supply, David Connolly and Jermain Defoe - and not forgetting Neil Mellor - he says:
"They are probably one of the best strike forces in the division and hopefully it will be a chance to play behind them.
"It is always hard to say how many goals someone might score but they are both really good goal scorers and if the team is doing well they can get plenty I think."
Any misgivings, though, about dropping to the first division?
"Not at all; West Ham is a very good club who has Premiership ambitions of course so I would like to think it will be good both for myself and West Ham," he says.
But was he surprised West Ham were relegated in the first place?
"I think they play very good football but I experienced it with Sheffield Wednesday once; if you start the season badly it can be really difficult to turn things round even though you have got plenty of quality in the side," he explains.
"But that is history now and we have to look forward."
Niclas played in the 5-0 win over West Ham at Goodison Park two seasons ago and adds:
"I remember that game quite well - but mainly because my son was born a few hours later, rather than the score."
Whether playing for the Hammers revives his international career remains to be seen, but he insists:
"It is not my aim at the moment, to be honest; I have been out of the side for a few months now after being in there for 10 years or more.
"But it is not the priority - that is to play well for the club I am playing for.
"If that takes me back to the national team, fine, but I am more concerned to do well for the club I am playing for rather than looking to Sweden at the moment."
And so, perhaps, to a debut against Reading; if he and this week's other loan signing, Wayne Quinn, both get involved it will mean a full complement of 11 debuts so far this season.
"It is a wonderful stadium and I am really looking forward to it," he concludes.