The 23-year-old, who arrived at Fratton Park from Bristol City earlier this month, is targeting regular first-team football with Pompey after failing to oust David James at Ashton Gate.
But the Republic of Ireland Under-21 international says the main priority is earning promotion to the top-flight.
"The pace of the lads here is just frightening to be honest and there are some outstanding players at this club," Henderson told skysports.com.
"I'm led to believe that there are a fair few more coming in before the start of the season too, so it is definitely an exciting time to be at Portsmouth.
"The facilities here are spot on and in everything but title this is a Premier League club in its own right, with the fans renowned for their support and the backing of the owners behind the manager.
"The Championship is obviously a massive step-up because I only played a few games for Bristol City in it, but I know that I am capable of playing at that level.
"If I'm given the chance then I know I can do well and it is up to me to prove that I am worthy of the opportunity next season."
Long-term Henderson is also hoping to emulate his uncle, former Preston stopper Wayne, by earning a call-up to the Republic of Ireland squad, but he knows that only his performances on the pitch for his new club will prove his credentials.
"My first aim is to get into the Portsmouth team and after that I would love to get into the Ireland squad," he added.
"Shay Given has been and still is an outstanding keeper, but he is coming to the end of his career and there has to be players pushing him for his place.
"Hopefully, I can do that in time and playing regular football will help my cause greatly, so getting into the side for Portsmouth has to be my first target."