The 32-year-old fell at the final hurdle after exactly three weeks living in the jungle camp.
"It's weird, walking across that bridge. I'm the one looking at everyone last night, people have had to see them go," he told hosts Ant and Dec. "Now I'm looking down. Freedom at last!"
"It was the way it was meant to be. I had a load of fun, that's the main thing. I didn't think I'd get this far, as long as I won the challenges and trials that I did - that was all I was focused on really. That was all I could control."
Speaking about why he thinks it's the show is the best thing he's ever done, David said: "Without a doubt, it was coming out of my comfort zone.
"Normally everything's all controlled, when I do interviews I say don't talk about this, don't talk about that, but here you're just laid bare. Everybody gets to see the real you. I wasn't sure if the public was ready for that."
He continued: "It was a lot more mentally tough than I thought. Physically I'm okay with things, doing trials and stuff, that's okay, it was just having cameras on you the whole time, being around people I didn't know, being hungry constantly, you can feel yourself getting smaller and skinnier.
"But that's part of this show and I knew what I was getting in for."
David explained his decision to quit the Bed Bugs trial, saying: "I wanted to save myself just incase I had the trial the next morning.
"There was no incentive, I thought okay, if I get voted out I get voted out, I wasn't really bothered about immunity. I just wanted to get back and get some sleep, and it worked out alright in the end."
He also talked about the two finalists. "Ashley's great, she's a real go-getter, and she's just a fun, bubbly chick and good to be around, good positive energy.
"Charlie's always looking at the bright side. I think maybe she underestimates herself a bit, she's got a great personality, people can relate to her because she's your everyday girl. She hasn't got a big head."
"I genuinely want both to win. Either way, in my eyes, they're both winners."
I'm A Celebrity 2012 concludes tomorrow night at 9.30pm on ITV1.
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