Some things, however, he already knows.
"I'm so used to wrestling where they have fans that just yell and scream," he told Reuters. "But in MMA, people are drinking. People are fighting in the stands.
"People are cussing. It's something that's completely, completely new for me. But at the same time it's not going to faze me."
The son of immigrants who rose from poverty in South Central Los Angeles to become Olympic champion, Cejudo was one of the feel-good stories of the 2008 Beijing Games.
On Saturday in Tucson, the 26-year-old Cejudo enters the MMA world to face Michael Poe, an aggressive bantamweight still searching for his first victory after four losses.
"I don't know too much about him," admitted Cejudo, who at 21 years old became the youngest American wrestler to claim Olympic gold. "I just know he loves fighting.
"In MMA anything can happen. He's ready, I'm ready. It's going to be a fight. The only thing I can promise you is that I'm going to give it my best.
"That's all I can say and that's all I can do. I'm prepared. I have no excuses. I feel strong. I feel healthy. I'm young."
Cejudo is so confident, he has already pencilled in March 24 for his next fight, and is already eyeing April 19 after that.
The affable Cejudo, who moved dozens of times during a nomadic childhood, looks to fight eight times this year.
"I love to compete," he said. "If I'm not on the go, I'd be bored. I don't like being bored, man. I'm treating mixed martial arts just like I treated wrestling.
"I had 40 international matches in wrestling and now I'll be doing eight matches this year. It's a lot to a lot of people. But I love to compete, show people where I'm at."
Cejudo, who in 2010 won an amateur boxing tournament in Arizona, insists mixed martial arts is easier than wrestling.
"I have no excuses," he said. "This sport is meant for me. I'm here to show my talent. I'm here to show my work ethic, what I put in on the cage, in the ring, on the mat.
"The submission, the striking, the collaboration. That's what makes a complete mixed martial arts fighter. Not just a wrestler or boxer."
Despite his background as a champion wrestler, Cejudo, who failed to make the 2012 US Olympic team, concedes he is a rookie in his new sport.
"There's still a lot to learn," he said. "Every fight that I train for, I treat like a world championship fight. That's the way I treated my wrestling.
"I'm bringing my Olympic-style training, my Olympic-style mindset into the sport of mixed martial arts. I take it serious.
"I've been to a lot of gyms where fighters are self-trained. I believe in my coaches. I'm pride less. I have no pride. I'm here to listen."
Cejudo said people have the wrong impression of MMA fighters.
"They're not crazy people, they're very passionate," he said, before adding, "Well, they might be a little crazy."