Viktor Gyokeres and Jurrien Timber both struck doubles with Bukayo Saka also on the scoresheet for the rout.
Arteta remarked afterwards: "It's exactly how we wanted to start the first game, we won in a really convincing way. You could sense something, especially in the atmosphere before the match. I think we have to be very proud of the way we played, the way we dominated the game, not conceding any shots almost, and the clean sheet.
"On top of that, a lot of good moments. Viktor scoring his first two goals for the club, I'm thrilled and delighted for Jurrien after that long time after injuring his ankle and the hours that he's put in with all the physios and the medical department to score two goals at Emirates Stadium, very special.
"Mosquera making his debut as well for the club, and then one of the highlights, without any question of a doubt, Max (Dowman) coming in at 15 and making his debut and winning a penalty. So very proud."
Indeed, on Dowman, Arteta says the teen was worthy of his chance.
He continued: "This is what we see every single day in training, and I think we just gathered information about how he handles certain situations in terms of training, being in the squad and not being selected afterwards in Manchester, coming on the bench and feeling ready.
"But again, a big compliment to his family as well. I think there is a kid with a level of maturity, stability and hunger that is very difficult to see. And obviously to Per (Mertesacker), the academy, all the coaches and everyone who has been involved in that journey, because there is a kid here that has zero hesitation.
"He's so convinced that he can go at 15 and deliver that, which I have never witnessed in my life. And for us, it brings joy, it brings emotion and something else that makes our jobs so great."