Fekitoa joined the side after ending his tenure with Toulon.
He told The Rugby Paper: "On the field I'm happy everything is starting to click and off it everybody has been welcoming. It was obviously tough for the club early on but we've been working really hard on our roles and we're really starting to connect as a group of players now.
"Our attack is coming right and there's a lot of clarity about what we're doing. As you saw at Bristol, we're starting to score points so we'll look to maintain that level now," he said.
Fekitoa feels he is making the adjustment to British rugby after his play for two years in France's Top 14.
He now has 11 games with Wasps behind him, including their latest 31-35 loss to Chris Boyd's Northampton side on Sunday.
"It's a lot more structured here. You tend to go through a lot of plays and it's very physical but games are a bit more open," he said.
Meanwhile, Fekitoa is picking big things for Jacob Umaga, the 21-year-old nephew of Tana Umaga and son of former Samoan and Hurricanes player Mike Umaga.
"He's been playing really well and is already leading us forward. You can see he can handle pressure and do amazing stuff as well – for one so young he's going to be great for the club.
"It's exciting because he can break a tackle and is fast as well. His game-management is growing and you can see our attack has been getting better," he said. However, Umaga left the field with an injury in Sunday's loss.
Adding to that is team-mate and former Highlanders team-mate Lima Sopoaga's return from illness and that was creating competition for the first five-eighths role.
Fekitoa, who was at high school in Auckland with Charles Piutau, now playing for Bristol after having similarly exited from his All Blacks career, said Tana Umaga had wanted them both to play for Counties Manukau when leaving school. Piutau did, but Fekitoa played for Auckland.
But he said Umaga had given him some useful coaching tips that he still applied.
"I never played against Tana but he was a great player for New Zealand who everyone looked up to and you can see that runs through the family. Jacob has spoken to Tana many times and learned a lot from the guy, so hopefully he can continue bringing that leadership to us," he said.