Lambert has now been unveiled as Alex McLeish's replacement, and he is hoping to put smiles on the supporters' faces as soon as possible.
"There is a lot of expectancy at the club and it is not something I'm going to shy away from," he said. "It something I will thrive on, hopefully."
He added: "We will try to get results as quickly and as best as we can. We have to play football the right way.
"We have to give them (the fans) something. We will need them - I think they will come in their thousands to watch us and it is up to us to give them something back."
Lambert expressed his pride at being handed the Villa reins and cannot wait to get started in the role.
He said: "I have to get into it and see what is going to happen. I'm honoured to be manager of the football club. I will give it everything I've got to be successful.
"I can't wait to get going, truth be told, so I'm excited by it. It is a huge, huge club and it is something I will need to embrace more than anybody."
The 42-year-old takes over at Villa Park following a successful three-year spell at Norwich, having guided the Canaries from the bottom of League One to a 12th-placed finish in the Premier League, and he acknowledged he left Carrow Road with a heavy heart.
"I had three unbelievable years and as I've said before I loved my time there - I had a great rapport there and had a special rapport with the football club, the fans and the players," he said. I will always be proud of what we have done as a group - it is a part of my life that will stay with me and I will never forget it."