The W04 was unveiled in Jerez on Monday by Rosberg and team mate Lewis Hamilton.
"It was amazing, it was really good," he told Sky Sports News.
"The conditions are brilliant here and the important thing is I got in and felt at home straightaway - my steering position was optimal and everything worked. There were no issues and I could attack straightaway flat-out - it was very nice."
"There are a lot of differences [compared to the W03] - aerodynamically, obviously, around the back it is quite different and the nose section aerodynamically and visually is much better. Those are really the main things, but this car is a big, big step forward for us."
"You know quite quickly where you are, but not today as we still have the promotional tyres on which are very different to the tyres we will race on. But I am happy as the car was well balanced and I could push."