Mikel Arteta's Gunners began the weekend top of the Premier League having won their five opening matches of the season and face their biggest test to date at a rocking Old Trafford.
United have recovered well from their alarming defeats to Brighton and Brentford, beating bitter rivals Liverpool before securing narrow victories on the road at Southampton and Leicester.
These are all new tests for former Ajax boss Ten Hag, who is loving life in the Premier League and looking forward to pitting his wits against Arsenal.
"It's great and a real pleasure to face this (challenges)," the Dutchman said.
"Every game is a challenge and that's what I want, but it's not about me. It's about improving the team and working on progressing.
Asked if he watches every Premier League game on TV, Ten Hag said: "Yes, I watch them and my focus is especially on the upcoming opponents, so this week I watched a lot of Arsenal.
"There are a lot of different types of play in this league and that's nice to see.
"It's all high intensity but the systems and styles are different, and they vary - which is nice to see. But it's also about finding a way to win against them."
Arsenal have won their opening five Premier League matches for the first time since 2004-05 but have only won one of their last 15 league games at Old Trafford.
United will hope to make it another frustrating trip for the north Londoners, whose form over the first month of the season has impressed Ten Hag.
"What we see in this moment is that they are on top because they deserve it," he said.
"They're playing good football and we are really looking forward to facing them to find a way to win."