After running at Sebring and Phoenix recently Montoya turned laps of the Sonoma road course in northern California, a track he won his first NASCAR road course race in 2007.
“It's hard to go to the places where I've been in a stock car because my mind is not right,” Montoya said.
“My mind says one thing and my foot says another. They don't agree. You go wide open through the Esses and my mind is saying, ‘you can do it' and my foot is saying ‘no, I'm coming out.'
“I just need a little more confidence in the car and seeing what the car can do. You really (have) got to try to build it up.”
The ex-Chip Ganassi CART star and F1 driver completed 50 laps as he continues his steady build up to a return to American open wheel racing.
The Colombian will join Penske incumbents Will Power and Helio Castroneves at the champion squad's next test at Sebring in January.
Montoya is determined to make a success of his return after such a long absence in single-seaters.
“I want to win races. It's a shorter season, the cars are faster, we do street courses, road courses, small ovals, big ovals.
“It's going to be a lot fun. It's a big change. “You come from something that you have to lift a lot and slide around a lot but with this you slide around a lot but you're sliding around about 50 miles per hour faster.
“There's not a lot of runoff here so it's easy to get it wrong. I'm trying to build to it. The transition is going to be tremendous.”
Meanwhile in other developments for 2014, Takuma Sato, who won the Long Beach Grand Prix in April, has been confirmed to return to the #14 ABC Supply car run by AJ Foyt.