"There are some good left-backs here -- Telles, Brandon, Luke, me -- so you have to work hard and prove ourselves in training and in the end the coach will make a decision," Malacia said.
"Of course [I want to be first choice]. It's everybody's aim. You always want to play, so you have to work hard for it.
"I'm happy that I made my debut and that we got the win. I already feel like I'm home, they made me feel like I'm home already, so I'm happy to be here."
Malacia came close to joining Lyon before United stepped in and beat the Ligue 1 side to his signature.
The 22-year-old was followed by Ten Hag when he was in charge of Ajax and has already made the step up to the Netherlands national team under former United manager Louis van Gaal.
"It's a big difference [to move from Feyenoord to United], I wanted this all my life," Malacia added. "I worked hard for it, so I have to work harder now.
"I like to attack, I think that's one of the reasons why he brought me here, so I have to prove to everyone why I'm here.
"[Ten Hag] has a system and he wants me to play like this, and that's something we speak about.
"He wants to attack with the left-back and right-back, so that's what he wants."
Malacia also revealed he spoke to former United striker Robin van Persie before moving to the Premier League.
The pair were teammates at Feyenoord, before Van Persie made the move into coaching.
"I spoke with him about United and his time in the Premier League," Malacia said. "He had some great memories, some good stories, so it's always good and positive."
Meanwhile, 19-year-old defender Will Fish is set to join the tour in Melbourne.
Ten Hag has asked for extra cover at centre-back because of an injury to Harry Maguire, which led to Telles being used as an emergency central defender against Liverpool.