"To play against the best team in Europe on my debut was mad but also a good learning curve to start off with," the Brighton & Hove Albion forward said.
And the 19-year-old was glad that he could see up close a master of his trade in Sergio Aguero.
"He was unbelievable," Connolly said after being presented with his Premier League Debut Ball. "I'm not sure he actually touched the ball that much but he scored two goals.
"It was a good introduction to see the level I need to be at if I want to play in the Premier League every week."
It hasn't taken long for Connolly to learn some of the lessons given by Aguero.
In his first Premier League start, he scored two goals in a man-of-the-match performance as Brighton beat Tottenham Hotspur 3-0 last time out.
Connolly only joined the Seagulls in July 2016, when he moved from Mervue United in his home city of Galway, Ireland.
He has since starred for their Under-23 side, winning the 2018/19 Premier League 2 Player of the Season award.
After making his EFL debut in April 2019 while on loan at Luton Town in League One, Connolly was thrilled to achieve his ultimate goal of playing in the Premier League.
"It was a good feeling," he said. "It's what I've been working for since I've come to Brighton.
"To finally walk out and play in a Premier League game is a big honour for me, my family and everyone that has been involved.
"It was a good start. Now I’m just hungry for more."