Finnan, speaking to the club's official website, said: "It's my second season here now. Obviously it was Gerard Houllier who brought me here and I was disappointed to see him go but that's football.
"Things change and I'm in the same position as the majority of players at the club because they were also brought in by the previous manager. We all start off again on a level playing field.
"This club wants to be challenging for the League, or at least getting closer than we did last season. Hopefully we can achieve this before too long and I'm sure the club have appointed the right man for the job.
"To be honest I don't know much about him (Benitez), apart from the fact that he won two La Liga titles and the UEFA Cup with Valencia. He's certainly got a good pedigree and I'm looking forward to working with him."