"I enjoy the challenge of joining new teams. I remember sitting down with Roger [Penske] when he was in New Zealand and him thanking me for coming on board," said Coulthard.
"He told me he understood it was a building phase and was pleased that I wanted to be part of that.
"He kind of understands and gets it and he's under no illusion that he's going to come in and be dominant straight away.
"I never set out to take on these challenges it's just sort of how my career has mapped itself out. I've had a few knock-backs over the years but you just bounce back. I had a good time at Brads and we were pretty successful. Now it's time for the next chapter.
"The way their cars performed last year from the start of the season and getting a podium in New Zealand is impressive. They have done a hell of a lot with the cars in such a short space of time; hopefully the learning phase won't be too long.
"To be able to align myself with two icons of motorsport - Dick Johnson and Roger Penske - is pretty special in itself."
Coulthard had his first major hit out in the new Ford Falcon FG X this week at Ipswich and is pretty impressed despite it being quite different to his Holden of last year. He and teammate Scott Pye set the two fastest times during testing beating Jamie Whincup, Craig Lowndes and Shane van Gisbergen to name but a few.
"Testing was good and the car is quite different from my last car. It was all about getting me comfortable in the car. We explored a lot of avenues and by the end of the day I was quite comfortable," said Coulthard.
Practice and testing times are all well and good and are only indicators at what might transpire at the Clipsal 500 in a couple of weeks. The Adelaide circuit is a combination of purpose-built racetrack and public roads so the Ipswich test isn't really a true benchmark as to what might happen over the race weekend.
The Kiwi won in Adelaide last year, so has a handle on how to put in a fast lap in a Holden, but a Ford is different kettle of fish.
"We've been up against it a bit having to look at everything. Phil [Keed, engineer who also moved from Brad Jones Racing] and I need to get a good understanding of how the car works.
"As things settle down and everyone's ideas are taken on board we'll really start to see some progress as we all get to work together.
"Clipsal will be great and I'm hoping to replicate what I did last year [win]," he said.
The team will leave Ipswich in a positive frame of mind already knowing the car has pace. Despite already having a season's data under their belt, DJR Team Penske have expanded into a two-car team for this year. A good result for both drivers in Adelaide will certainly make some of the more established teams and drivers sit up and take notice.