Play video content EXCLUSIVE

The MVP has landed ...

Steve Nash -- the newest member of the Los Angeles Lakers -- finally arrived in L.A. last night to sign his contract ... and the NBA superstar tells TMZ he can't wait to finish the paperwork and officially join the squad.

When we asked if he had anything to say to all the Phoenix Suns fans mourning his loss ... Nash simply replied, "It's tough ... you're always gonna disappoint somebody."

As for all the touristy stuff ... like Disneyland ... Nash says the Happiest Place on Earth will have to wait ... explaining, "I gotta get to work."