The 29-year-old officially joined Leeds from Valencia on Saturday morning, signing a club-record £27m deal, which included significant add-ons.
Rodrigo made 220 appearances for Valencia, scoring 59 goals and providing 41 assists and he has also excelled at international level, scoring eight goals in 22 games for Spain.
No other Valencia player has scored more goals for the club since the versatile forward's debut in 2014 and after a conversation with the Whites director of football, Victor Orta, he was sold on a move to Elland Road.
"Leeds have been working for two weeks, almost, on this deal with Valencia," said Rodrigo.
"Since the first time Victor [Orta] talked to me, I knew I wanted this new challenge with Leeds, it is a historic club.
"To work with one of the best coaches [Bielsa] in football at the moment; he has done important things at different clubs.
"I am really excited to learn from him and improve my football."
He added: "For me, I am really happy I have decided to join the club in this important season for all of us, coming back into the Premier League.
"I just want to thank all the fans for the messages on social media and I want to thank the president Andrea [Radrizzani] and Victor Orta for the effort."
Rodrigo has previous Premier League experience, joining the ranks at Bolton Wanderers in 2010.
He made 21 appearances for the Lancashire club in league and cup, scoring just one goal, but feels he is a much improved player since his previous spell in England.
"My first experience with the Premier League was with Bolton in 2010, it was a really nice experience," he added.
"I was too young in that moment but now I am a better player, a more complete player than in previous years.
"I am really excited to come back to the Premier League.
"The people feel the football there is different from the other countries, I want to enjoy it with me and my family.
"It is an important step in my professional career but in my personal life I think it is going to be a good experience."
There are a few familiar faces in the Leeds squad for Rodrigo, with the Spain international already having connections with Pablo Hernandez, Kiko Casilla and Helder Costa.
He added: "Pablo Hernandez played in Valencia also, I text him this morning to say hello and with Kiko I played with him in the national team once.
"When I was at Benfica, Helder Costa was in the second team there at the time.
"To know those players is important to me and for my adaption to the club. I want to meet everybody and help everyone achieve the goals of the season."
Rodrigo has signed a four-year deal at Elland Road, keeping him at Leeds until the summer of 2024.
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