The 21-year-old, who made a £20.5million switch from Burnley last month, impressed on his Molineux debut with a towering performance against Fulham.
He felt Wolves deserved more from the game and should have secured all three points, but he is enjoying the freedom he has under Bruno Lage and the new system.
“I felt like we were dominant, to be fair,” Collins said.
“Obviously they had a few chances as well, which is natural in the Premier League, but I felt overall we were dominant.
“I felt we were the better side with the better chances, other than the penalty.
“I’m just enjoying my football and that’s all I want to do.
“All I ever wanted to do in life is play football, so I’m just enjoying it.
“The gaffer and the lads give me freedom and I like the style of play we’re playing, so I’m grateful.”
Collins has had a fast rise since leaving Stoke in 2021 and then making his move to Wolves after just one season at Burnley.
But the centre-back has lofty ambitions and is determined to make the most of his talent.
“It’s all happened quickly but I’ve taken it in my stride,” he added.
“I’m just enjoying my football and I’ll keep getting myself better and better. I’m working hard, that’s all I can do.
“I want to be the best – be the best I can possibly be. I have to keep working hard and I know that.
“That’s all I ever wanted growing up, to play in the Premier League and play for Ireland.
“Now that I have that, I want more, and I’ll keep chasing it.”
Following Coady’s departure, Wolves have a leadership void to fill, with Ruben Neves now club captain and Max Kilman considered as a potential vice-captain.
When asked if it is a daunting task taking over from Coady, as the player in his position, Collins said: “No, I don’t think so, I’ve done it naturally in my career. I did it at Stoke and Burnley, so it’s a part of my game.
“It’s such a good group with so many leaders, so it makes my life easier. I just add a little bit more, so hopefully it can continue and we get better every week.”