Jacobsen left Everton for Blackburn in the summer after just one frustrating season on Merseyside.
The Danish international struggled for form and fitness at Everton and only made his debut in March.
Jacobsen rejected Everton's offer of a new one-year deal as he looked for more security before earning a two-year contract at Ewood Park.
The 30-year-old has started all four of Rovers' Premier League games so far this season and insists he has no hard feelings towards former boss David Moyes.
"I had my ups and downs there but when I look back at the year I was still pleased with the way things turned out," said Jacobsen.
"I didn't have the best start with a shoulder injury and was out for the first half of the year.
"We were talking about a new contract but the manager wanted to offer me a one-year deal and I wanted to get a bit of security in my life.
"My wife is having a child, hopefully next week, so I didn't want to move around a lot.
"I understand him fully. I was not able to play for most of the season and was struggling to get back to get my fitness level up again and I can't really blame him.
"He gave me the chance in the first place to prove myself and then I got injured and couldn't prove myself so I understand that.
No hard feelings"There are no hard feelings. I enjoyed my year at Everton. I spoke to the manager (Moyes) after I signed for Blackburn and he wished me good luck and I wished Everton good luck.
"I still think Everton are a great club. I talk to a lot of people there and I have to thank them for letting me play in an FA Cup final."
Jacobsen is expecting a tough test against Everton as Blackburn look to build on their first win of the season against Wolves last weekend.
"It was a hard pre-season but I am enjoying it so far," added Jacobsen. "We've played some decent games and my form is decent as well.
"It was very nice to get that first win, especially at Ewood Park. We dropped some points in the first couple of games when we shouldn't have so it was nice to get the season started.
"Goodison is a very difficult place to play but I'm looking forward to getting back to my old home ground and hopefully we can get some points there.
"They are a strong team; I saw them win 4-0 in the Europa League (against AEK Athens) so it is going to be a tough test for us but we have to focus on our own things and play the game we do best.
"If we find the things we did against Wolves hopefully we can score some goals and keep it tight at the back as well."