The 29-year-old agreed a three-year contract with The Eagles on Tuesday and became Palace's fourth capture of the summer after Mark Hudson, Emmerson Boyce and Julian Speroni.
Kolkka admitted he always fancied a crack at the English game, and was pleased to have brought his unhappy spell at Borussia Monchengladbach to an end.
"I'm really happy with this transfer, and that I will get a chance to play in England," he told Helsingin Sanomat.
"Last season at Germany could have gone better but now I will have new challenges in England."
