The 22-year-old – who is a former Albion academy graduate – joined on-loan from Lincoln City on transfer deadline day as a direct replacement for Zak Jules who was sold to MK Dons.
Chairman Leigh Pomlett already revealed that Melbourne, and fellow deadline day signing Derick Osei Yaw, were signed on-loan with the possibility of making them permanent in the future.
Manager Darrell Clarke has previously stated that he often prefers loan signings that could become permanent, too, and Melbourne is keen to impress for Walsall to earn a deal.
“When I went straight into training, we were using the balls immediately,” he said.
“We’re playing on astro at the moment so I thought the session might have been a bit difficult but it’s been free-flowing, the ball has been moving quickly which was good.
“In regards to talks with the manager, he has told me to work hard, do your very best and if things go well for me, there could be a contract at the end for me.
“I have always been a firm believer in taking every game as it comes so I will be looking to try and get a shirt and then hopefully I can maintain it.
“I have settled in well. The lads have been very welcoming. I have come in and straight away I have felt at home, training has been good and I have got nothing but high thoughts on everything.
“I wouldn’t say that I find it difficult coming into a settled group.
“No matter where you go, everyone has the same aspirations and to win games.
“No matter where you go, you’ll all have the same beliefs and that makes it pretty easy to slip right in.”
Melbourne had loan spells from the Baggies at Ross County, Partick Thistle and Lincoln, before signing permanently with the Imps in January 2020.
He has gained League One experience this season and has made 16 appearances in total for Michael Appleton’s side this campaign.
Now, Melbourne wants to add to his Football League caps and continue to improve.
“I am looking to gain some more experience from this loan move,” he added.
“I just want to improve myself as a player. I’ll be in a different environment which is going to test me in different ways.
“It’s going to be an all-round different experience and I am looking to test myself.
“I am a versatile player who can play centre back, left back and I can play the left side of a back three as well.
“I am a quick, athletic player that is technical with the ball but then again knows how to do his stay at home defending and also likes to join in an attack.”