"I've loved it. I've loved every second of being here," Headley said. "Certainly, this is a place that I think any player would feel very lucky to have an opportunity to play here, whether it's for two months or for a long time."
The 30-year-old Headley played his entire career in a Padres uniform before being acquired by the Yankees on July 22, and the transition has been easier than anticipated. Headley makes sure to credit his wife, Casey, for flying coast to coast and taking care of the off-field matters, allowing him to focus on work.
"I think that was a big part of it, but more than anything, it's the guys in this clubhouse -- the coaching staff, the support staff," Headley said. "They're just great people, and they really took me in. I think that's where it started. Once you get out there and play, it's baseball."
In 23 games, Headley has batted .253 with two home runs and eight RBIs, and he said that he's still adjusting to American League life. The biggest challenges come late in games, Headley said, when he might face a reliever whom he has only previously seen on video. He thought there would be more culture shock to handle, but that hasn't proven to be the case.
"Coming from San Diego, you kind of developed a comfort zone where I knew every single face that walked into the clubhouse, media-wise or just other people you knew or had a relationship with," Headley said.
"When you look at New York from the outside and you see 50, 60 reporters in the clubhouse, you see the city and it's just intimidating when you haven't experienced it. I think that the club recognizes the challenges that come along with that, so they are really good about trying to help you ease through that process."
Headley has had company in getting his feet wet, one effect of the Yanks' midseason remodeling. Teammates like Stephen Drew, Martin Prado, Brandon McCarthy and Chris Capuano are among the new faces trying to help the Bombers keep the Yankee Stadium lights on in October.
"I love the tradition," Headley said. "I love the fact that each and every day you go out and you're expected to win, and there's always those expectations. You know that every year, the primary goal is to win a World [Series] championship, and that's not the case in other places."
Headley won the National League Gold Glove Award at third base in 2012 with San Diego, so it's not as though his defense was unappreciated on a national level. But the Yankees have been impressed with the upgrade over the third-base tandem of Yangervis Solarte and Kelly Johnson that the team began the season with.
On Sunday at Tropicana Field, for example, Headley made a terrific lunging grab to steal a hit from the Rays' James Loney; just one example of the defensive work that manager Joe Girardi has become accustomed to seeing during Headley's brief tenure so far.
"He's played extremely well for us," Girardi said. "But obviously, we didn't get to see him play every day, and sometimes you appreciate a person a lot more when you get a chance to see them every day."
The bar wasn't set quite so high at the time of the trade. At a news conference announcing the deal, general manager Brian Cashman dismissed advanced metrics that suggested Headley was having an excellent year with the glove, saying that the Yanks' scouts had classified Headley as "an average third baseman." Headley believes he has an explanation.
"I think there were times during the season that was probably a very accurate statement," Headley said. "Early in the year, I was pretty banged up. I had a calf injury right away, then I had a bone bruise in my knee and my back flared up, so I wasn't moving great for a good portion of the season. When I'm healthy and where I expect to play, I think I'm a pretty good third baseman.
"I think it was a fair statement at the time, because there was a good portion of the year where, for me, I thought I was below average. I was going to catch the ball if it was hit to me, but as far as covering ground, I wasn't moving great. But yeah, when I'm healthy, I feel like I can make an impact on the defensive side."
With 40 games remaining for the Yankees to make up ground in the race, Headley said that his focus is on winning now. But as a potential free agent -- he is making $10.525 million this year, with the Yanks responsible for $3.16 million of that -- it would only be natural to have questions about the future.
Last week, managing general partner Hal Steinbrenner said that the team expects A-Rod to return in 2015. Rodriguez could see time as a designated hitter, but he'd likely be asked to at least play part-time at third base. Prado is also capable of playing third, and the Yanks will have Brendan Ryan under contract as well.
That creates some uncertainty for Headley, who acknowledges that there are aspects out of his control. He said that he would not approach the Yankees about an extension, but if it is a topic that the club would like to discuss, Headley would be interested in the conversation.
"If they were interested in having me back, I certainly would express mutual interest," Headley said. "I know this is a business and I know there are a lot of aspects that are out of my control, so it's not like I'm giving it a whole lot of thought.
"But just being in the clubhouse for as long as I've been, I realize this is a special place. I think you'd be foolish to ignore that or to not recognize that when you have the opportunity."