The 23-year-old is back at the club he served in three different divisions to play his first game at Molineux since leaving in August for what's believed to be a knockdown £150,000.
Smethwick-born Davis won the first honour of his career when he earned a League One title winner's medal for Wolves last season.
But he feels it was slightly tainted by not playing as full a part as he would have liked after slipping down the pecking order below Lee Evans and Jack Price before the arrival of Tommy Rowe and George Saville in the summer.
"It will be very weird to be back there in the visitors' dressing room, but it will be nice, hopefully if selected, to play against them and try to prove a point that maybe I could have fitted in there," said Davis.
"But I'm here now and the only thing in my mind will be trying to get the three points for Birmingham City."
Davis came through the ranks in the Mick McCarthy era but it took the departure of McCarthy to help force his breakthrough.
Terry Connor brought him back from a loan spell at Chesterfield to give up a Wembley appearance in the Johnstone's Paint Trophy to make his debut in the Premier League, before he became a regular in the Championship under Stale Solbakken and Dean Saunders.
"I came though their academy from the age of 15," said Davis.
"When you sign for a club as a scholar your aim is to play in the first team and I got the chance to do that and play in the Premier League, as well as in the Championship, so I have very good memories.
"There were a lot of managerial changes and the club went through difficult periods, but I'm thankful for the chance they gave me to play at a good level."
Davis retained his place under Kenny Jackett at the start of last season but, after an early suspension for five bookings, soon found himself on the outside looking in.
The form of new signing Kevin McDonald, Evans and Price restricted him to just three substitute appearances in the second half of the season in a total of 18.
"It was very difficult because I thought I was training well but I wasn't really getting the opportunity that maybe my training and extra hard work warranted," said Davis.
"But that's football and you have to take it on the chin. Even though I wasn't in the side, I always supported the boys because they weren't just team-mates, most of them are my friends too.
"You create that bond, especially as we were winning all the time and there was a good team spirit.
"And as I'd played in the first half of the season it felt like I was still part of it and I wanted to make sure the boys got over the line and won promotion."