It's 32 degrees in the shade at Spain's training camp just outside Madrid but there is no sluggishness on display from Dani Ceballos.

When the sprinklers are turned on right in front of the improvised media area he is the first to dart to safety, even having time to pick up a reporter's phone, saving it from a soaking.

It's been a good international break for Arsenal's new livewire midfield loanee. He set up both Spain goals in a 2-1 win over Romania and is now very much first-choice for his country – no wonder Zinedine Zidane is being asked why he allowed him to leave Real Madrid this summer.

Sportsmail visited Dani Ceballos in Madrid to discuss his start to life in the Premier League

Ceballos revealed he is 'loving the city, loving the Premier League and loving Arsenal'

Ceballos told Sportsmail's Pete Jenson he's already playing better for Arsenal than Real Madrid

Ceballos says he is happy with the change. Supporters sang his name on his debut, that doesn't happen at the Bernabeu.

'To get that was surprising for me,' he says. 'It was my first game at home and it was as if I had been there for 10 years.

'I am really keen to show what I can do. I'm loving the city, I'm loving the Premier League and I'm loving Arsenal. It's much easier for a player to adapt in England because of the way the supporters make you feel.'

He is also cautious. He is only four games in and the third of those matches, against Liverpool, was a reminder of how high the bar has been set in this Premier League.

Ceballos says Liverpool's pressing game 'sucks the life out of you' and shocked him at Anfield

The 23-year-old has hailed Jurgen Klopp's Liverpool as the best team he has ever faced

Ceballos says Arsenal's 3-1 defeat by Liverpool last month 'had quite an impact' on him

'I had never seen anything like it,' he says pausing to find the words to best do justice to the football hurricane that blew over Arsenal that day.

'I've not seen up until now a team that plays better, that presses better. That game had quite an impact on me.

'They suck the air out of you. You spend so much time defending and when you want to catch your breath and get on the ball for a bit, they've taken it from you again.

'I think Jurgen [Klopp] now has the team he first had in mind when he started four years ago.'

Ceballos believes Emery will have the same effect on Arsenal if he's given time.

Recalling how Klopp's first season at Anfield ended in a Europa League final that he lost to Emery's Sevilla, he says: 'The difference is that when Unai comes into Arsenal they had been on a less positive run for three or four years.

'In his first season Arsenal finish just a point short of the Champions League and are just a small step from winning the Europa League. His arrival has been really positive for the club and will be positive in the long term. In a few years Arsenal can be one of the top 10 sides in the world able to compete for everything.'

The forward line already promises much.

'You can compare [Pierre Emerick] Aubameyang to the style of Cristiano [Ronaldo] when he was at Madrid in the sense that he plays close to the goal and lives for scoring,' Ceballos says.

'[Nicolas] Pepe is very direct, and [Alexandre] Lacazette is the best player in the team: he understands the game perfectly.'

The midfielder has backed Unai Emery to be a success at Arsenal if he's given time to build

Ceballos has compared Pierre-Emerick Aubameyang's playing style to Cristiano Ronaldo

The Arsenal loanee hailed Alexandre Lacazette's brain and says he's the best player at Arsenal

The big question is how Ceballos fits in. Against Tottenham Emery felt he couldn't play his front three and his most attacking midfielder. The Spaniard is philosophical about starting his first North London derby on the bench.

'It must be a headache,' he says of Emery's selection dilemma. 'The manager has to fit things together to get the best from the team. We are a big squad and everyone is going to be important.'

To play behind Pepe, Aubameyang and Lacazette, Ceballos might need a discipline that he has sometimes struggled to find. His appraisal of his own style is brutally honest.

'There are coaches that like it and coaches that don't,' he says. 'I know I need to be able to identify the moments in a game when it's right to be the player who does something different and the moments when I have to be the player who holds his position.

'I try to get at the opposition and make the difference. It is true though that sometimes the desire to be near the ball gets the better of me and I can lose my position. But I am young and I can improve.'

Ceballos says he has to be 'self-critical' of his time at Real Madrid and didn't fulfil his potential

The 23-year-old says his creative playing style is a reflection of his personality as a person

Some coaches have more patience for that than others. Zidane did not seem interested.

'I have to be self-critical,' Ceballos says. 'The two good games that I have played so far for Arsenal, I never played that well in two years at Real Madrid.'

Can Emery succeed where Zidane failed? 'Unai wants me to show my personality on the pitch and I feel the responsibility this season of taking the reins, of wanting the ball in difficult moments of games, of not hiding. Really good players take that step forward when it matters.'

Personality is something Ceballos has never been short of both on and off the pitch. As a teenager when he got a famous sports brand's trademark swoosh shaved into the side of his head he earned the nickname 'Dani Nike'. How are the haircuts at Arsenal?

'Aubameyang is always trying to do something unusual with his hair. He likes to be an extrovert but that is a good thing because he is our star player.'

He believes confidence is key to the success of players like Aubameyang and Paul Pogba

This is an important point for Ceballos. Personality matters. It's important to stamp it down on the pitch and no one should be chastised for having some of it off the pitch either.

'[Paul] Pogba is an example of that,' he says, defending the midfielder he will face later this month. 'He might dress a certain way or always be laughing and joking but then you watch him before the World Cup final for France and he is the guy driving the team forward, motivating everyone.'

There is a sense that Ceballos wants to stand up to be counted this season. That ought to be easier under Emery than Zidane.

'He called me and told me to come to Arsenal,' Ceballos says. 'He told me I was going to have a prominent role and that I was going to like his idea of playing. When you have the confidence of the coach that is about 60 per cent of the battle. Knowing that if you make a mistake you have the backing of your manager, for me, and for a lot of players, that's fundamental.'

He is not the first from Seville to try to make it at Arsenal. Jose Antonio Reyes made the move in 2004, and from the same town, Utrera.

'It's a small place with about 55,000 inhabitants and although it produces a lot of players few have gone on to play at the top; it's maybe just Jose and me, and to have that similar career path is strange.

'I know he arrived with lots of expectation and he adapted very quickly. It's also true that he had a great team around him. But he was a special player and had a spectacular first season.'

Ceballos played a key role as Spain lifted the Under 21 European Championship this summer

He believes that Emery can enjoy the same success that Jurgen Klopp has had at Liverpool

Reyes missed sunny southern Spain too much to stay long but it feels as though Ceballos has come with a different outlook.

'I know it gets cold. I've been warned,' he says as the sun continues to beat down on pitch one at Spain's Las Rozas training ground. 'But I don't care if it's raining or snowing as long as I'm playing. I really like the way they love football in England. The away support, the playing every three days over Christmas to packed stadiums. It's all a great experience for me.'

He admits to having been asked to take a couple of Spanish hams back for his family in England but says he has no problem with English cuisine – another one of the cliché complaints from some Spanish players.

And he is studying the language and even has English television installed at home, not the satellite Spanish channels, so as to immerse himself fully.

'I want to learn English, that's why I'm studying two or three hours a day. I think in three months I will be able to hold a normal conversation with my team-mates and understand everything,' he says.

He might want to check those Spanish channels occasionally. If only to hear how in Madrid they are already starting to question the sense in allowing Arsenal to take him this season.