The Bosnia striker spearheaded a sensational 5-1 victory with a brilliant performance that was light years away from his struggling form after signing from Wolfsburg in January.
But he said: “I always had a lot of confidence in myself - I wasn’t fit when I came here in January, now I feel much better and stronger after the pre-season with the club.
“Things were difficult for me, because I was new in the best league in the world, and I always knew that it would be tough. But now I know the league better, and the players we play against.”
Last season’s joint top Premier League scorer Carlos Tevez watched from the bench as Dzeko increased his haul in this year’s Golden Boot race to six from three games.
He had not scored a hat-trick since a Wolfsburg win over Hannover two years ago, and he added: “Now I want to improve with every game.
“It’s really something special to score four goals in the Premier League - we played today like a fantastic team, and I hope this will be a fantastic year for us.
“But it’s just the start of a long season. Yes we have nine points from three games, the perfect start, but there’s a lot of games to go before the end of the season.”
Samir Nasri, whose fine debut would have made the headlines any other day, said: “It’s a wonderful result because this is always a tough place to win. We’ve sent a signal to the other challengers.”