The 26-year-old, who moved to Molineux earlier this summer, is hoping for a happier experience in England's top tier having endured a torrid, injury-plagued spell with Southampton in 2004-05.
The Belgium international was out for several months with an ankle injury, as the Saints were relegated amid the chaos of playing under three different managers.
Van Damme told the Express & Star: "I was only 20 at the time. I was too young and all alone and I didn't have the right people around me to guide me through. I injured my ankle in December and I came back too soon.
"Then there was a new gaffer - Harry Redknapp - and I was in Belgium doing my rehabilitation.
"He told me to come back and I wanted to come back too quickly and after two months I played one game and I needed another operation.
"The injuries followed each other and I was out for a few more months and by the end of the season, we'd had three gaffers.
"The problem was that every gaffer wanted his own players. At the end of the season they had about 45 players, which was too much.
"By the end of the season I was fit, but they were relegated and at that moment I was ready to move.
"So I went to Werder Bremen on loan for a year and then after that I went to Anderlecht for four years.
"But it was still a good experience for me even though I only played nine games."
Now a dad and husband, van Damme added: "I'm older and more experienced, so it's all different now. I've got a house near the training ground which is handy so I can get used to the area.
"My wife and our eight-month-old baby are with me, so it's an exciting time for me and the family.
"It's not too far from Belgium, but it's a new experience for them as well and I'm happy to be here.
"Coming back was an easy decision because over in Belgium, all I watched on TV over there was the Premier League."