"For us being from America you see that kind of stuff in the movies and seeing it live is just incredible," he said.
Daly returns to South Africa for the first time since the early 1990s, when he won a couple of tournaments to kick-start his career.
"This is where I got my start," Daly said. "I played really good on the (South African) Sunshine Tour for 1987 through to 1990 and it got my career going. I played really well over here and it got my confidence going, so that when I went back home it actually helped me get my tour card."
It's coming up to a decade since the 1991 PGA Championship winner and '95 British Open champion won on the U.S. or European tours, but he showed promising signs at the BMW Masters in China by opening with a 68.
He goes up against 2011 Masters winner Charl Schwartzel and Brendon de Jonge this week, but the Leopard Creek course could suit him.
"It's a ball striker's golf course," Daly said after his first look at the layout. "You've got to hit the fairways. And the greens are tricky. It's the kind of course where you'd almost prefer a 20-footer to a 10-footer on these greens."
The Alfred Dunhill is the second of three straight tournaments in South Africa to start the new European season and the 2014 Race to Dubai.
Morten Orum Madsen won the South African Open on Sunday, while Henrik Stenson, Justin Rose, Luke Donald, Sergio Garcia, Schwartzel and De Jonge are part of a 30-man field at the Nedbank Golf Challenge at Sun City on Dec. 5-8.