The former Manchester United and Arsenal marksman completed his free transfer move to Fulham this weekafter nearly three years at Rovers.
Cole reserved special praise for Blackburn's fans as he felt he was well received by the club's supporters, despite a tongue-lashing from Souness after his departure.
"I'm not going to get drawn into that battle. Everyone has an opinion," explained Cole to Sky Sports News.
"We should be grown men about it. I have an opinion and I'm keeping it to myself.
"If he's called me a baby then whatever.
"In my two-and-a-half years there, they were brilliant. The lads were great."
Cole, a former England international, revealed that former Magpies team-mate Lee Clark was a massive influence in him making the move to Craven Cottage.
"I played with Clarky for a long time," he added. "He's a good boy. He sold the club to me.
"We've got a lot of quality players here. I just want to come down and enjoy myself."
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