The 26-year-old defender completed a £7million switch from Bolton Wanderers after finally reaching agreement over personal terms, and flew out with the rest of Andre Villas-Boas' squad for their warm-weather training camp this week.
Cahill was not included in the Blues line-up for last weekend's Barclays Premier League draw with Norwich City at Carrow Road, but is now feeling much more comfortable in his new surroundings, thanks to the positive bonding exercise.
"It has been a mad couple of weeks for me hasn't it?," he told Chelsea's official website. "I came in on the Tuesday, trained for just a few days before the game at Norwich and then we came straight over on a plane to Mallorca.
"Training has been really good and it has been enjoyable to get to know the lads - I know everyone a lot better now. The trip has definitely helped me."
As Chelsea prepare for their FA Cup fourth round clash with Queens Park Rangers at Loftus Road this weekend, Cahill is hoping he has made a big enough impression to be considered for selection, and feels he is settling in well with his new teammates.
"I have only been here just over a week, so I've obviously still got to get to know the lads a lot more than I do now," he continued. "But it's been great, because we've spent most of the time together and I've got to know them a lot better than if I was back in England.
"There are a lot of different characters here, definitely - most of all because of all the different nationalities.
"That's the one thing that's really different here and in that sense it's really good - there are some entertaining characters and they're great guys."