The former Flamengo wing-back's transfer was rubberstamped last week.
The Brazilian told Il Messaggero: "I'm very happy and proud to wear the jersey of great footballers from my country's past. Cafu, in this sense, is a role model for anyone who plays that role, so he's a role model for me too.
"I've been told I remember Cafu for the way he plays, and it's an honor to be compared to him. I hope to meet him one day."
On playing for coach Gian Piero Gasperini, Wesley also revealed: "I spoke to him last year when I almost joined Atalanta.
"Everyone knows it, I was already packing my bags. But God has a script in mind, and evidently it was written that way: that I should come to Rome.
"Gasperini called me and told me I was an important piece for him. No other club has done this for me, no one has come this far. No coach has motivated me like him. There were other teams after me, but I had to choose Roma."