Moyes says he is "really excited" to not know the true potential of the Hammers at the Stadion Maksimir in Zagreb.
The English side stunned the Croats to secure the maximum points thanks to goals from Michail Antonio and Declan Rice.
It took West Ham only 21 minutes to break the deadlock when Antonio pounced on a loose back pass to score.
Rice secured the victory with a superb solo run and finish five minutes into the second half to mark West Ham’s return to major UEFA competition for the first time since 2006/07.
"Zagreb have a really good history in European football so I knew it was going to be a tough game and the players were made aware of that," Moyes said after the game.
"I'm really excited about the prospect of slightly not knowing how good they could be. We brought in some new players tonight and didn't look any the worse for it.
"Bigger challenges will come and my target is still to be in Europe after Christmas, when other teams come in. It's only one game, but the players are in a good place."
Next up for Moyes and West Ham United is a Premier League home game against the flying Manchester United.
