The forward completed his $263 million transfer to the French capital Thursday, just a week after Barcelona officials had said he was "200%" staying with the Catalan club.
Unveiled to the media Friday, the Brazilian said the decision to join the French club came from his desire for a bigger challenge.
Neymar told CNN Sport: "They're one of the biggest clubs in the world, I want to be part of the history. I came here to make history and win unprecedented titles.
"My priority is the Champions League and to win everything that I can with Paris but the Champions League is our biggest objective."
The 25-year-old said he was "sad" that some believed he had moved to earn more money. His five-year contact is reportedly worth approximately $45 million a year before tax, making him the highest-paid player in the history of his sport, but the footballer said the sums associated with him did not make him feel uncomfortable.
"I'm just happy and flattered that they believe in my football and they brought me to a club as big as Paris," he said.
"I am not a guy who's motivated by money -- but by happiness and challenges."
Earlier, he had told a news conference: "What I think about is my happiness and together with my family, I want them to be happy.
"If I was following the money, I would be somewhere else, with other clubs in other countries.
"I'm really sad that people still think that way and I'm glad that PSG believe in me
"My heart told me to sign for PSG and I did it.
"It was one of the toughest decisions I ever took. I was at a great club at Barcelona, I love Barcelona, have friends at the club, some fantastic players, and it wasn't easy at all.
"I had to think, rethink about what I wanted to do and achieve in my life."
'An idol for sports lovers'
Club president Nasser Al-Khelaifi said Neymar was "an idol for the whole world for football lovers and sports lovers in general."
He added: "For me personally, Neymar is the best player in the world."
Al-Khelaifi also rejected claims the player had only joined PSG for financial reasons.
"Neymar came here for motivation, a project that he believed in," he said. "He can get much more money than we give him, that's for sure.
"If he came for money, he could go to other clubs for even more money."
After joining Barcelona from Brazilian club Santos in 2013, Neymar scored over 100 goals as well as winning the European Champions League, two La Liga titles and three Copa del Rey.
The 25-year-old was part of the world football's most potent attacking triumvirate alongside five-time world player of the year Lionel Messi, and Uruguay star Luis Suarez.
He has also scored 52 goals in 77 appearances for Brazil as well as winning Olympic gold at last year's Rio Games.
When asked if he was moving to escape Messi's shadow, Neymar said, "Messi is number one, for me, the best I've ever saw playing, and every player next to him is number two. I haven't come to Paris to be the first, to be number one. On the contrary, I came to help my teammates, to make history and to make history with this club."
Hundreds of PSG fans had lined up to purchase replica team jerseys with Neymar's name on earlier Friday.
The forward, who has signed a five-year deal with the club, will wear the No.10 shirt and could make his PSG debut against Amiens on Saturday.