The midfielder, on loan from Liverpool, wants to help the club retain their Ligue 1 title and is hopeful a successful campaign can earn him an England recall.
Cole has made an immediate impact in France, scoring a wonderful first goal for the club in Saturday's draw with Lorient, and says he never had any doubts that the surprise deadline-day move was the right one for him.
Remember the name: Joe Cole scored a terrific first goal for Lille last weekend
'I really wanted to come here,' he told L'Equipe. 'You have to make choices in your life, and this wasn't the easiest for me, but it excited me.
'Firstly, we are playing for the title, and also it's a young team of good guys who play good football.'
Cole has slotted into the side in a wide role initially but harbours hopes of operating as a central playmaker as the season progresses.
'I like playing in the middle, with the freedom to dictate play,' he said. 'For now I am on the wing, opposite Eden Hazard and linking up with Dimitri Payet.
French connection: The midfielder is on a loan spell from Liverpool
'The idea, in time, is to come into the central three and direct our attacks from a bit deeper. That's where I started, it's natural to me.'
The 29-year-old has not played for his country since last summer's World Cup but he said: 'I hope Fabio Capello watches Ligue 1. If I can get a recall to the national team, I'll be the happiest guy around.
'But firstly, I want to play regularly and try to help Lille win a trophy.'
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