The 27-year-old forward joined Milan on a three-and-a-half-year contract last week from CSKA Moscow and could make his Serie A debut this weekend.
"I can't wait to play," Honda said. "Ever since I was a young boy I dreamed of making my Serie A debut with Milan wearing the number 10 jersey.
"I know the fans expect a lot from me and I will have to score a lot of goals and provide plenty of assists.
"I need to play and win.
"I would like to win the scudetto, perhaps next season."
The Japan international watched from stands as Milan beat Atalanta 3-0 last time out to bounce back from their 1-0 defeat in the Milan derby.
The Rossoneri are 11th in the standings, 27 points behind Serie A leaders Juventus heading towards the halfway point of the season.
"We must all keep giving our best," AC Milan coach Massimiliano Allegri said. "The next five months are very important to help Milan go far in Serie A, the Champions League and Coppa Italia."
Brazilian pair Robinho and Kaka will partner Mario Balotelli in Milan's attack.
Rivals Sassuolo reinforced their defensive line with the signing of Lorenzo Ariaudo from Cagliari.
Ariaudo, who is set to start against Milan, is aware of the challenge he and his new team face this weekend.
"To face Milan is not the easiest of matches to start with," he said. "However, this is a delicate time for the team and every game is important.
"We have to go out and get some points against Milan."
Sassuolo, who have the worst defensive record in Serie A with 38 goals conceded so far, will be without suspended defender Paolo Bianco.
The hosts go into the encounter on the back of four straight defeats, including Monday's 2-0 reverse at Genoa.
The outcome dropped Eusebio Di Francesco's side to 18th place, one place and a point adrift of safety.