Agudelo, 21, agreed a deal with Premier League side Stoke City last year but failed to attain a work permit for his move in November.
Unable to reapply until March at the earliest, the Potters decided it would be best to loan their young prospect out in order to get him regular first-team playing time.
Linked with a host of clubs in Denmark, Belgium and the Netherlands, Agudelo eventually chose FC Utrecht and agreed a loan deal until the end of the season.
With the former New England Revolution player able to make his Utrecht debut on Wednesday against NEC in the Dutch Cup, Agudelo has spoken of his delight at finally being given the chance to play in Europe.
"I just have this feeling on the tip of my tongue of basically stepping on the field in a European stage," he told RTV Utrecht. "It's been a dream since I was a little boy watching TV seeing players play here in Europe. There's nowhere else any other footballer would want to play than in Europe.
"Erik Pieters has told me that it's a great club. He grew up around here and he loved it, he loved playing here. Also Jozy Altidore has told me much about the club. I'm very good friends with him. I was just having dinner with him about a week ago trying to make my decision where to go and Utrecht seems to be the perfect spot for me."
Asked about his tactical preferences, Agudelo replied: "I like to play in any system where I'm on the field on. It's up to the coach."