The Brazilian moved to the Allianz Arena at the end of last season three seasons with Gladbach, where he established himself as one of the best centre-backs in Germany's top flight.
And while Dante went straight into Bayern coach Jupp Heynckes' starting XI for their Bundesliga opener against Greuther Furth at the weekend, which ended in a 3-0 win to the Bavarians, he believes he still has plenty to prove in the season ahead.
"Was it a good decision to join Bayern? Yes, definitely," he told TZ. "I still have to prove my worth here though, and live up to the people's expectations.
"I have to adapt to Bayern's style of play a bit more. Things are different here than at Gladbach
"We enjoy a lot more possession and don't have to take many risks. At Gladbach, we were often forced to take some risks at the back."
Dante went on to praise team-mate Holger Badstuber, who started Saturday's game at left-back in order to accomodate the Brazilian.
"Holger did a great job," he added. "He's a very good player and an intelligent guy. He also has a great left foot."
Bayern are next in action on Sunday when they travel to Stuttgart