"It's a little different and the European Tour guys are more used to playing this type of golf than we are on the PGA Tour as we just don't compete on true links courses.
"It is hard to adjust but then that's why I come in early to get over any jet-lag and try and get used to really different kind of shots we are going to hit this week. This is a tournament that I have typically not played well in and that's one thing I really have to work on and that's how to play true links golf. It took Phil 20 years to win the Claret Jug and it's all about getting that links experience under the belt.
Day has made all three cuts in the event but his best finish to date has been 30th although to be fair there have been excuses. In 2010 he played his first ever major championship at St Andrews and after a late call up to play the event finished 60th.
In 2011 at Royal St Georges he fell victim to the horror weather on day three but still finished a respectable 30th.
In 2012 his son Dash was being delivered to the world and so he did not play.
Last year he was still on the edge of contention before a final round of 77 so while his actual finishes are not that impressive he has played the event perhaps a little better than his on paper results would suggest.
Day is delighted to be playing the event not only because it is one of the major championships but because a few weeks ago there was a possibility he might not have been playing at all.
A thumb injury he incurred earlier this year has plagued him but he feels confident of it being ok this week. He was able to put it behind him at the Masters and to a greater extent at the US Open where he finished 4th and now he believes it will not be an issue.
"It's fine. It's fine. I just have to watch it. It was a precaution when I pulled out the other week. It's nothing to worry about it."
He knows that the Open Championship can be a war of attrition and he has shown in his relatively young career that he is more than up to the task of contending in major championships with seven top tens already in just 14 starts.
"I feel confident in my abilities and I just have to go out there and execute the game plan. The weather we have will be a huge part in how we all mentally approach the golf course. Some people don't want to be here just because of the weather and that is one aspect of being here you have to suck up and go ahead and play."
When asked how he though Tiger Woods might perform Day was able to speak with some understanding of the former world number one's plight.
"It's going to be tough as he's been out for three-and-a-half months and then to come back straight away. He did play Congressional for the Quicken Loans but was a little rusty. I would expect him to be a lot sharper this week but it's tough to come back out and be competitive from any injury. So I can definitely sympathise with Tiger as it is a process to get back into it.
"You have to do the work and also there is such a big difference in playing social golf and then coming play to play tournament golf and have that scorecard in your back pocket."
Want video tips delivered straight to your inbox? Subscribe to iseekgolf.com newsletters.