Van Dijk helped Celtic goalkeeper Fraser Forster keep a club-record 11th consecutive clean sheet during Sunday's 1-0 win over St Mirren, which stretched the champions' lead at the top of the Scottish Premiership to 21 points following 24 unbeaten games this season.
When asked if people in his homeland viewed Scottish football as too easy for him, the 22-year-old said: "Some of them, yes, but you still have to do it and it's not easy to be unbeaten for so many games and break clean sheet records. So they have a lot of respect for that as well.
"I think all the team should be proud of the record we set. The back four and Frase are doing a good job and we are very proud."
Van Dijk, who moved to Scotland from Groningen last summer, added: "Everything is new for me so I learn a lot every day. It will only improve my qualities and the way I'm playing. So I think this is good for me."
The former Holland Under-21 defender believes Forster's displays are worthy of the England number one spot.
"I think he's a phenomenal goalkeeper and maybe one of the best in the world," Van Dijk said.
"He has shown he is a world-class goalkeeper and he proved himself in the Champions League so I think he deserves to go to the World Cup. If I was the coach of England I would put Frase as number one."
Celtic take a break from chasing league records when they host Aberdeen in the William Hill Scottish Cup fifth round on Saturday and Van Dijk is determined to maintain his chances of adding the cup to an imminent league medal as he chases the first silverware of his career.
"I think maybe the quarter-final was the highest (I got in Holland)," he said. "To win prizes is a very big thing for me. The last time I won prizes was when I was a young kid.
"It's going to be a tough game. The games we played against Aberdeen already this season were hard games."
Meanwhile, the Scottish Professional Football League confirmed Celtic had escaped punishment over an "offensive" banner displayed during Aberdeen's last visit to Parkhead on November 23.
The SPFL launched an investigation after fans held aloft a large 'H' symbol - representing the Maze Prison block in Belfast where 10 Irish Republicans died on hunger strike in 1981 - alongside lyrics derived from Flower of Scotland, ''they fought and died for their wee bit hill and glen''.
A spokesman for the league said: "SPFL regulations forbid 'words or conduct or displaying any writing or other thing which indicates support for, or affiliation to, or celebration of, or opposition to an organisation or group proscribed in terms of the Terrorism Act 2000'.
"The SPFL found that the banner was offensive and breached the SPFL's rules. However, Celtic FC were able to demonstrate that they had taken all reasonably practicable steps to prevent the banner being displayed at Celtic Park.
"As a result, it was determined that there was no evidence of any breach of the SPFL's rules by Celtic FC."
Celtic were fined about £42,000 by UEFA over a similar display during their Champions League clash with AC Milan four days after the Dons game.
The supporters' group responsible for the banners, the Green Brigade, claimed they were designed to protest against the Scottish Government's Offensive Behaviour at Football Act and Police Scotland's implementation of the legislation, which it claims criminalised expressions of Irish politics.