Jose Mourinho's side remain unbeaten in the Premier League so far this season, with the 2-2 draw with Stoke City the only blot on their copyboook.
United face Premier League whipping boys Crystal Palace on Saturday, in the knowledge that a win could take them clear at the top of the league, with rivals Manchester City facing a tough trip to champions Chelsea in the day's late kick-off.
Speaking to 'Sky Sports News', De Gea admitted that United have started well and put their form down to their improved confidence levels.
"It's just the beginning, we have had great games," he explained. "We've created a lot of chances, scored goals, and we need to keep that level.
"The team is now with a lot of confidence and it is easy when you take confidence to the pitch. We have to keep winning, playing well and scoring goals."
De Gea himself has also had an impressive start to the season on a personal level, with those two goals against Stoke the only ones he has conceded so far this season in the Premier League.
"I feel really well, I feel confident, strong," the Spanish stopper said.
"I train hard every day and it's good to hear from the people that I'm one of the best."