Van Gaal watched on as his side beat Valencia 2-1 in a friendly at Old Trafford on Tuesday - their sixth win from as many matches in pre-season.
Despite the Dutchman's perfect record in charge so far, Van Gaal warned United fans that there was still work to be done as they prepare for their season opener against Swansea City on Saturday.
"Old Trafford was fantastic. I come on the pitch and they are shouting and screaming your name," Van Gaal said.
"It is also a big pressure as they expect a lot and you cannot change everything in three or four weeks.
"The players cannot change either so we have to wait and see and develop and we need time but we have won every game until now and that is fantastic when you see our opponents so we have great confidence for Swansea City."
Van Gaal insisted their performance on Tuesday against La Liga opposition was their worst of the close-season, despite Marouane Fellaini's late winner ensuring their pre-season remained blip-free.
"The main thing is that we have won in spite of playing our worst game. We made a lot of wrong choices, wrong passes and we didn't press too much," the former Netherlands boss said.
"But in spite of that I think Valencia is a very good team, very comfortable on the ball so it is not easy to press but in spite of that we have dominated the game and at the end we are the winner because we are fighting until the last minute and that is also a good signal.
"It is a start. We had four debuts so I am pleased we have won the game against a very good team."
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