"I guess so," he told reporters in Hamilton Thursday when asked if it felt odd to wear England's cricket kit in his native New Zealand, "but it's nice to be here".
"We're looking forward to the challenge in front of us with New Zealand."
The 41-year-old retired from Test cricket in 2016 having scored nearly 6,500 runs for New Zealand in 101 Tests, including 12 centuries.
Born in Dunedin at the bottom of New Zealand's South Island, McCullum has enjoyed a dream start since taking over as England coach last May.
He helped engineer a home series win against South Africa plus a clean sweep of three Tests in Pakistan.
There was also a famous Test win against India at Edgbaston last July, when England chased down a record 378 while losing just three wickets -- as well as a 3-0 series win over New Zealand on English soil last June.
"It's been a good start, definitely. Results have been great," McCullum said.
Next up is his first tour in New Zealand as England coach with two Tests against the Black Caps, starting at Mount Maunganui next Thursday before a second in Wellington the following week.
McCullum, once one of the game's most entertaining players, does not expect a hostile reception from the Kiwi crowds.
"It should be alright, I would think. Obviously people are patriotic.
"Even if sometimes your own team doesn't win, you still walk away knowing you have had a hell of a day out.
"Hopefully that will be the case during this series."
New Zealand host England with new captain Tim Southee taking charge in his first home series since Kane Williamson stood down as skipper.
Williamson will go head to head with England captain Ben Stokes in a highly anticipated clash between two of the world's best batters.
McCullum described Stokes as "the sort of guy who writes his own scripts and achieves some pretty special things".
The Black Caps drew two Tests against Pakistan in January, but managed only one victory from six limited-overs games against India earlier this year.
McCullum was full of praise for Southee, who he played alongside for the Black Caps.
"We know New Zealand will be very good in these conditions, Tim will be creative, as he always is, and I look forward to seeing how we respond to that."
© 2023 AFP