The Terriers have a 100 percent record in their first season in the top flight in 45 years after they followed up last week's 3-0 triumph at Crystal Palace with a 1-0 win over Newcastle United on Sunday.
"I don't have to pinch myself but I didn't expect it," Wagner said after the club's opening home game.
"If anyone knows that in football anything is possible it is me and our club after what we saw last season and what we felt.
"But we only wanted to be brave in every single game, only wanted to search for our chance and I think we have done it so far. We are over the moon with six points from the two opening games and two clean sheets."
Roared on by a 24,128 crowd, Huddersfield attacked from the outset and then defended with determination after they went ahead through Aaron Mooy's excellent strike.
"I think these points were deserved that is what makes it even bigger for me. We had to invest everything from the first second to the last to get these points on board," said Wagner, whose team won promotion via the Championship playoffs.
"We are Huddersfield Town, nobody should forget this. We got promoted at Wembley but we have started the season with two wins and six points. This is unbelievable. Everybody has invested so much and I am happy for them," added the German.
Midfielder Tom Ince, son of former Manchester United and England international Paul and one of nine new signings at Huddersfield, said Wagner has told the team that reaching the Premier League is not enough.
"The manager has come and said it, we are not here just to be part of the league we are here to show people what we are about and that we deserve to be in the Premier League," Ince said.
"Today was about winning. Two games, six points and we move on."
There were no signs of stage-fright from Huddersfield on Sunday despite the high levels of anticipation from the home crowd.
"I told them (the players) 'enjoy it - you delivered so that this atmosphere will happen'," said Wagner.
(Reporting by Simon Evans; Editing by Toby Davis)
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