The striker has moved to Bayern on-loan for the season from Chelsea.
Jackson told Tuttosport, "I felt very strong emotions, but not for the reasons you might think. I was simply very happy to sign for one of the biggest clubs in the world, to discover another league and other great players.
"At the same time," the Senegalese striker continued, "I was a little sad to leave Chelsea, my teammates, and the fans. I experienced so many strong emotions there: we won the Conference League and the Club World Cup. Now I'm 100% focused on my new project and I can't wait to experience the incredible atmosphere at the Allianz Arena."
Jackson added: "I'd like to thank Bayern for the trust they've placed in me from the start. I promise to give my all, every minute, every game, every training session. I know the responsibility this jersey entails. I'm here to work hard, help the team win, and grow every day. That's my mission."