The Frenchman departed the Emirates earlier this month after 22 seasons as manager of the club.
He has been swiftly replaced at Arsenal but Unai Emery with Wenger currently without a club.
At 68, many thought he would retire however the three-time Premier League winner is now ready for a new challenge.
It remains to be seen where the former Gunners chief will end up but he has admitted that he still wants a challenge.
“It is exciting now because I can be tested again,” Wenger said. “That’s what I want in my life. I am a competitor who wants to be tested.
“I don’t know what will happen but I’m in front of an empty page and I have to write the next chapter.
“I’m not very gifted to enjoy life and lie on the beach. I envy friends of mine who can do that.
“Very quickly I am bored because it is an addiction I have created. I have the addicted gene and you have to live with it.”
As well as three Premier League titles, Wenger also led Arsenal to seven FA Cups during his time with the club.
He had announced before his departure that offers had already flooded in, and it’s expected to be for a variety of roles.
Wenger could become manager of France, dependant on this summer’s World Cup, while Sky Bet are 5/2 that he will remain without a managerial job ahead of August.