The Whites announced the capture of the former Barcelona full-back in July as Firpo swapped the Catalan giants for West Yorkshire in a deal worth around £13million.
Firpo has featured in both of the club's Premier League games so far this season and completing his first 90 minutes of competitive action in the Carabao Cup against Crewe Alexandra in midweek.
United now travel to face Burnley on Sunday in the top flight and the 25-year-old is again expected to start at Turf Moor alongside his new team-mates.
"We all have a really good connection here," Firpo told this week's matchday programme about how quickly he has settled in at the club.
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"The truth is that this dressing room is different for me. In Spain, everyone thinks that English people are very different to the Spanish, maybe more quiet.
"But for me, this dressing room is really nice, with really humble people. The players gave me help in all things from the first day.
"Of course, I am close with Rodrigo - he speaks Spanish so we can speak together - but I am close, as well, with Raphinha, Jack Harrison and just all of the players.
"They are really good people and it has been really easy to settle into the team."
Asked about what he wanted to achieve during his time with the Whites, Firpo outlined his short-term goal: "For me, it will be a major thing if we can reach the Europa League or something like that.
"It would be amazing. It's only the second year for the club in the Premier League, so maybe the fans want to see us remain in the division first, but I am coming here to do something different that I want to do and I think we have the players to do it."