Simon Grayson said messages of support exchanged with former Huddersfield manager Lee Clark and new Leeds boss Neil Warnock reinforced his sense of goodwill within the game.
The 43-year-old was sacked by Leeds chairman Ken Bates at the beginning of the month but has been installed by Huddersfield owner Dean Hoyle as the man to steer the Terriers all the way to the Premier League.
Grayson said: "I was out of work for just under three weeks and that's football. I was slightly surprised when I lost my job, everybody was surprised when Lee lost his job and that's just the nature of the game.
"Full credit to Lee, he sent me a text the other night wishing me good luck for the future and we discussed one or two things and I did the same with Neil.
"That's how it can be in football. You can have good friends and a lot of people appreciate what you're trying to do and you respect each other for it."
Grayson, who signed a three-and-a-half year deal at the Galpharm Stadium on Monday, takes charge of his first game when Huddersfield take on Exeter this weekend.