Australia, minus injured captain Michael Clarke, landed in India on Saturday night and completed their first training run in Mumbai on Sunday.
Taking over as tour skipper, George Bailey headlines a list of seven players in the squad who are yet to experience the rigours of playing against India on their home turf.
However, due to the involvement of many players in the Indian Premier League and the recent Twenty20 Champions League, Bailey and Finch's maiden tour of the cricket-mad nation in the green and gold is nowhere near as foreign as it would have been 10 years ago.
"This is about my ninth time to India," Finch said.
"It never gets any easier adjusting to the heat, it's obviously stinking hot at the moment.
"But it's a great place to play cricket, the crowd is so enthusiastic."
With David Warner overlooked for both the T20 and one-day squads, Finch has a great opportunity to cement himself at the top of Australia's order.
"I feel really comfortable around the boys and I'd love to be here a bit longer," Finch said.
All eyes will be on Finch when the series starts on Thursday with a T20 clash in Rajkot.
The 26-year-old opener scored a world-record 156, off 63 balls, in a T20 match against England on August 29.
"I thought I played pretty well in England. I didn't score as many runs as I would have liked in the ODIs," he said.
"But it was a really good series. To win an ODI series against England in their own conditions is always tough.
"We played some really good cricket and we have a lot of momentum going into this series."
The T20 match precedes a seven-match one-day series against India, the holders of the World Cup and Champions Trophy.
"We're going to have to play at the absolute top of our game to get back to No.1 (in the International Cricket Council's one-day rankings)," Finch said.
"Hopefully we get some momentum early in the series and really grab it and run with it."