Beckham was on the losing side in MLS Cup, the championship-deciding game on Sunday as LA Galaxy were beaten on penalties by Real Salt Lake but the next appointment in his hectic pre-World Cup schedule takes him to Milan.
The England midfielder made the same move last season, joining in January and staying until the end of the Serie A season in May.
"It was a challenge the last time I went there - that is the way it is. People said I would only play one or two games last time and I ended up playing all but one," he told reporters.
"It is going to be a challenge to get into any team like that and with players like that. I am going to go there and work hard with the team and hopefully play some part and enjoy it. I enjoyed it last time and I am sure I will again," he said.
Beckham's move to Italy is motivated by the need to show England manager Fabio Capello that he is in the right form and shape to make the squad for June's World Cup finals in South Africa.
That goal is dependent on Beckham finding enough time on the field with Milan to impress Capello and the midfielder faces plenty of competition with the likes of Gennaro Gattuso, Clarence Seedorf, Andrea Pirlo and Massimo Ambrosini all among Milan coach Leonardo's options.
The first step that the 34-year-old needs to take though is to recover from the bumps and bruises of the MLS season, particularly a bruised ankle bone which caused him some pain in the final week of the North American season.
"Obviously at the end of December I will be going to Milan and starting training so hopefully it is going to be alright for then," he said.
"I'll just rest now. It is the end of the season and I have to just try and rest it and get ready. I'll have rehabilitation because it has been like this for a few weeks," he said.
As so often though, Beckham will not be simply resting up - he is due in South Africa for the World Cup draw on December 4 and to assist with lobbying for England's 2018 World Cup bid.
