Lockyer was speaking before Wales’ first game under new manager Craig Bellamy, a 0-0 draw with Turkey in Cardiff.
The Cardiff-born centre-back is still close to the Wales camp and is “excited” by Bellamy’s leadership.
“I still keep in touch with a lot of the boys, and everything coming out from the boys I’ve spoken to has been really positive,” he told BBC Radio Wales.
“There’s been a lot of information to take on board. International games are a lot different, you don’t have a full pre-season like you do with the clubs to instil these things.
“There’s been a lot of information in a short space of time but it’s all been good. There’s going to be a real identity about us.
“I’m really excited. I think the pedigree he [Bellamy] comes with having worked with Vincent [Kompany] at Anderlecht and also Burnley as well, I think he’ll bring a similar style of play.”
Wales will look to build on their promising start under Bellamy when they face Montenegro in the Nations League on Monday.