Atsu is in Rafa Benitez’s Newcastle United squad for this evening’s Championship game against Wolverhampton Wanderers at Molineux after returning from the Africa Cup of Nations.
The winger was named in the team of the tournament after starring for Ghana, who finished fourth in the competition.
Atsu, on a season-long loan from Chelsea, has also impressed at Newcastle this season.
The 25-year-old has scored three goals for the Championship leaders.
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But Atsu admits he was at a low ebb in the first half of last season when he had an unhappy loan spell at Bournemouth.
“It was a very difficult time for me,” said Atsu, who spent the second half of last season on loan at Malaga.
“I was really disappointed for myself.
“You work hard when you are not playing, then still you are not getting into the team. It was frustrating.
“I tried to learn from that mistake. I was at Bournemouth and almost gave up. I had to say to myself ‘you still have a lot of things to do in football’.
“I said to myself I want to settle somewhere and be really serious.
“I believe in myself, and I will be more relaxed and confident in my football.”
Asked how close he came to “giving up”, Atsu added: “I almost give up fighting.
“I called my agent and said find another club for me elsewhere, a smaller club or something. Then Newcastle came in for me.”
Atsu was linked with a move to Turkey in last month’s transfer window.
He said: “Why would I go to play in Turkey when I want to play in the English Premier League? I want to settle down.
“I heard the rumours, but I wasn’t interested in them.
“I wasn’t focused on that, because I knew I wouldn’t be going to play in Turkey.
“I am very happy at this club. Newcastle is a great club with a good coach, good lads and fantastic fans.
“I am very happy at Newcastle.”
Atsu, while keen to “settle” at a club after years spent on loan, is reluctant to look beyond Newcastle’s next game.
“I can’t make any decision yet,” he said.
“I just have to keep fighting until next season, and then we will see what decision will come.”
United lead the Championship by a point ahead of the Wolves game.
“We are in a good position, but we have to make sure we do not depend on other clubs losing now,” said Atsu.
“We have to take our chances each and every day, and make sure we are winning every time we go onto the pitch.
“In the past, we have maybe depended on other clubs losing a bit so we could go to the top of the table.
“Now that we are the top, we have to do it for ourselves.
“All the players are really focused on the next game now. We have to make sure we do not make any of the same mistakes again.”
Atsu is keen to make a bigger contribution in the second half of the Championship season.
“I would love to play more. That is why I am here.
“I have to work hard in training, and I have to keep improving. Just getting into the squad is difficult.
“I have a lot of work to do now, because I am just back from the Africa Cup of Nations.
“I don’t think I am anywhere near my best yet. I can keep improving.
“I haven’t played one of my best games for Newcastle yet, and I am working as hard as I can to be able to do that.
“The fans have shown their love for me – it is up to me to pay them back on the field.
“I think I am getting close to playing really well. I am happy with them, and I will keep fighting to make them happy.”