Pulis will be unveiled at Palace on Monday after he was officially appointed on a two-and-a-half-year deal on Saturday.
The former Stoke City boss watched from the stands at the weekend as Palace produced a 1-0 win at Hull City, lifting them off the foot of the table, but they are still three points from safety.
Speaking to Sky Sports as he arrived at the club's Beckenham training complex, Pulis said: "I will enjoy it. It's a new challenge.
"Obviously it's going to be difficult, everybody knows that. But it's a new challenge, a fresh start."
Pulis also confirmed that former caretaker manager Keith Millen would be kept on at the club.
Millen was in charge of Palace for one month, and consistently repeated his desire to stay at Selhurst Park.
"I spoke to Keith a few times, Friday and Saturday. I've known Keith for a while," Pulis added.
"I signed him at Bristol City. He's a very competent lad, and a good lad. I look forward to working with him and everybody else at the football club."
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