The South Africa-born 30-year-old claimed 6-66 on his debut against Nottinghamshire at Old Trafford.
Wagner, who had a stint with Northants in 2014, joined the Red Rose as their overseas player for the 2016 campaign.
"It's a great club and a great place. I always had something for Lancashire when I played here for Ormskirk in 2008," he told BBC Radio Lancashire.
"I came to watch quite a few games for Lancashire and when England played here as well, so I love the ground and everything about it.
"For me to come over here was an easy decision and to come and play a part in such a special club is pretty awesome. I'm lucky to be here."
Wagner's figures were the best by a bowler making his Lancashire first-class debut since 1923.
New Zealand seamer Neil Wagner has spoken of his pride at being able to play for Lancashire this season.