The Gunners open their Champions League campaign at San Mames against Athletic Bilbao.
Arteta grew up in San Sebastian, an hour away, and said on Monday: "We’re excited to start again from scratch in a beautiful place, in a stadium that is going to generate something special.
“We’re looking forward to that and I’m very excited again to step by step build some momentum, and start to have some wins.
“We landed in Bilbao, that’s normally where I land when I go back home to San Sebastian, it’s an hour's drive from there. All my family is from there, and you just sense the passion, the rivalry, the football atmosphere.
"It’s great to be here - I’ve never been in this stadium before, so it’s a good experience.”
He added, “The margins in this competition are super small and you have to be at your very best from day one to give yourself the best possible chance.”