The 19-year-old scored his first ever senior goal for his hometown club in the 2-0 Carling Cup victory over Birmingham City but he is adamant that he will have to knuckle down to gain a regular starting slot in Steve Bruce's team.
"I have been supporting Sunderland since I was little and I used to go to Roker Park with my Dad so to grow up watching Sunderland and now to be part of the team is great," Henderson said.
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Sunderland 2 Birmingham City 0
"I have been over the moon to have been involved so much, my target before the season was to be involved with the first-team squad a lot more regularly and obviously have been doing that so far.
"I have just been enjoying my football. I think that is the main thing the enjoyment of football. And if you are enjoying your football then positive things will come along with it.
"I realise that I have only played a few games so far so I need to keep my head down and keep working hard and hopefully then I will play more."
Henderson dedicated his goal to his parents.
"I didn't have much time to think and just put it in. Apparently the keeper got a hand to it but I don't really care," he added.
"It was a brilliant feeling to see the ball hit the back of the net and see the crowd, and it got me thinking about what my mum, my dad and my family have done for me.
"I'd definitely like to dedicate the goal to them. We've been through a lot since I've been little, driving me to places around the country and that [goal] was to say thank you."
Bruce has been tipping the England Under-19 international to enjoy a bright future at Wearside since he took the helm last June and Henderson is clearly thriving under his leadership following a spell on loan at Coventry last season.
"The gaffer's given me the chance to get a lot of experience since he has been here at the club already and it gives me confidence when he says things like he has," Henderson added.
"I have definitely improved over the last year on the technical side. When I went to Coventry my knowledge of the game obviously improved, I played a lot of first-team football there and it has helped for when I have come back.
"Pre-season went really well. I played regularly and really enjoyed it. In the Barclays Premier League I have also played a part in most games so that is obviously a good thing."
Henderson has now played nine games for Sunderland and he could end up retaining his place in Bruce's first XI when Wolverhampton Wanderers travel to the north-east on Sunday due to fitness doubts over the combative midfielder.
"Lee has a similar injury to Marton Fulop, a heel injury, and it is causing us a bit of concern and he is 50-50 at the moment."
Bruce added that left-back George McCartney would be in contention after being sidelined with a badly bruised foot.