The 20-year-old wing has become a household name since making his international debut in last year's autumn internationals and earning selection in Ian McGeechan's 37-man Lions squad to face the Springboks this summer.
But with expectations suddenly drastically increased ahead of his second professional season, Halfpenny admits that he initially found it hard to adapt following his return from South Africa.
"At the start of this season, I probably felt I had to try and get back to where I was straight away and live up to the expectations on me," said Halfpenny, whose Lions adventure was brought to a premature end thanks to a reoccurring leg injury.
"I was thinking I needed to impress, and I probably wasn't enjoying the game as I was last season. I was putting pressure on myself, and it showed in games.
"I have learned now that the past has gone, it's a new season and you have just got to take every game as it is and not try and think ahead about the big things you've got to do.
"Since learning that, I've improved every game and my form is starting to come back. I am definitely more relaxed now."
The biggest test of that new found relaxed attitude will come in the form of Saturday's Millennium Stadium clash with the All Blacks as Wales go in search of their first victory over New Zealand since 1953.
And while generations of Welshmen have tasted nothing but defeat against the world's most-revered nation, Halfpenny's recent experience tell him that the Kiwis can definitely be beaten.
"I think the time where players were in awe of them has gone," said Halfpenny, who played in the 29-9 loss to the Kiwis 12 months ago.
"Before, we would be playing the All Blacks and trying to keep the score down.
"Last year, we got confidence out of it that we had them on the ropes until half-time. We didn't manage to play in the second-half, but we have learnt from that and we are confident.
"Every game you play you learn from, and we definitely learned from that experience. We have to have the belief now that we can go out and play for the full 80 minutes and get a result.
"We have definitely gained belief that they are not invincible."