Vaughan looks set to complete the move before the weekend and could be in the squad that play Castellón at home on Saturday.
Vaughan told www.skysports.com :"I am really excited about the move," said the midfielder.
"It has all happened very quickly, I will have to start learning Spanish.
"My wife gave birth to our first child last week, so everything is happening in our lives very quickly.
"I am looking forward to the new challenge, the chance to play in a different country and with a Welshman as the manager."
Vaughan also thinks that the move will really boost his international claims under John Toshack.
Vaughan added: "John Toshack lives in San Sebastian, so it is likely that he will be watching several of Sociedad's games.
"I could not ask for a better chance to impress the Wales manager."