Saints travel to Magners League outfit Cardiff Blues for their penultimate pre-season friendly on Friday night, and Day admits the fixture is going to be a massive challenge for him and his new team-mates.
Pre-season has been a tough one for Saints, with a trip to France to take on Top 14 side Clermont Auvergne followed by last weekend's Franklin's Gardens win over Australian Super 14 outfit Western Force.
Day, who has lost every time he has played in the principality, featured in both of those games but he sees Friday's trip to Wales as the toughest test yet, and admitted: "We have focused on Cardiff as a game for us to step it up.
"They are a regular European Cup team, and it is going to be another step up in terms of physicality and it is going to be a tight game.
"I have never won in Cardiff and I have played there a few times, so that is a challenge for me and hopefully I can get a start and then get a win."
Day started against Force last weekend and looks to be in pole position for selection for the opening game against Worcester, but the former Stade Francais and Sale man is taking nothing for granted.
"A lot has been said about pre-season and about how hard we have worked, and I think all the boys worked hard on Saturday," said Day. "I think a lot of players put their names forward for the coming weeks.
"We know as a team that nothing is settled and everybody has somebody biting at their heels, and that is the best way to be.
"I have got three or four second rows who can step into my position and I think that's true of every position in the team. There is nobody who is above anybody else in any big way, and it can only be good for the club that we have competition everywhere."
Saints extra – page 28