The Wales international joined Liverpool from Swansea in a £15million deal during the summer transfer window.
Allen said: "I'm loving every second here. It's very inspiring. When I look alongside me and Steven Gerrard is standing there, that's something you never would have dreamed of.
"As a kid and a budding footballer you look up and admire footballers like that. Having been in the Olympics and played alongside Ryan Giggs as well, it's been an incredible couple of months.
"But in all fairness, I think the most important factor has been the settling-in process. Every single player, every staff member at the club has made a massive effort in welcoming me with open arms.
"I have been able to concentrate purely on my football. I'm trying to become a sort of all-round player.
"And the only thing which gives me satisfaction is getting the results.
"At the end of the day, that's what it is all about. I'm as bad a loser as everyone else in that dressing room so I have got to do what I have got to do for the team and try to win football matches.
"No one's going to deny that there is pressure on footballers. It's a career we have chosen, though, and we all live with that.
"I said on the day I signed here I wouldn't do anything different to what I had been doing, which is give my all.
"That's all you can do. You have got to remember the reason we're playing this game is because we love it."