The Spanish midfielder received praises in his first full debut for the Gunners against Burnley but was a flop against Jurgen Klopp’s side.
"I've never seen anything like what I saw at Anfield," Ceballos told the Guardian.
"I haven't seen a team that plays better, that presses like them, the way the fans carry them along.
“They take the air from you. You spend so much time defending and when you want to do something with the ball, when you want to breathe, they're back on top of you. They're very well-drilled."
"I love the city, I love the Premier League and love Arsenal," he said.
"I'm just really, really happy to be part of this great club. I've hardly noticed any difference in size between Real Madrid and Arsenal. And the fans are very passionate, they love the players."
Having reflected on his difficult encounter with Liverpool, Ceballos compared Pierre-Emerick Aubameyang to former team-mate Cristiano Ronaldo.
"You can compare [Pierre-Emerick] Aubameyang to Cristiano [Ronaldo] when he was at Madrid in the sense that he plays close to the goal, he lives for scoring," Ceballos added.
Ceballos, who starred in Spain’s Euro 2020 qualifiers against Romania is expected to replicate the same form in Arsenal’s trip to Vicarage Road to face Watford on Sunday.
The 23-year-old joined Arsenal from Real Madrid on a season-long loan, donning the number eight shirt formerly worn by departed Aaron Ramsey.
