The 38-year-old European Tour regular has just one career win - the 2004 KLM Open - but produced a superb four-under round of 68 on Sunday for a final score of five-under 283, bettered only by the majestic Rory McIlroy, who won by eight strokes.
"I've never been exempt to play anything in America, so that's the reason why I've never been over here. This is a good start," Lynn told reporters with a grin when asked why it had taken him so long to appear in the United States.
"To come and perform the way I have this week in a major is very special and a great achievement. It has not sunk in properly yet to be honest," he said shortly after finishing his round which earned him $865,000.
Lynn, from Stoke on Trent, skipped last month's Austrian Open to protect his top 100 world ranking and earn a first spot in the US PGA Championship - just his second major after featuring in the 2003 Open, where he finished tied for 53rd.
"I got the phone call the Tuesday of the week before the tournament and flew out on Sunday," he said.
"Turning up at the course for the first time, there was more excitement than nerves. I'm about to play my first event in America and I'm going to see a lot of faces that I've seen on television, so that was good.
"Watching the 1991 Ryder Cup here. It was always a place that intrigued me. I mean, visually from the air, it looks amazing and it's not disappointing when you turn up here," he said.
The Ocean Course has a links feel, running next to sand dunes and providing plenty of sea breeze that helped Lynn feel at home.
"I have to say, with the wind, it probably is a little bit European. I noticed that I think there was eight players in the top 10 going into today's round were European," he added.
"The only thing I've struggled with this week is the humidity. I've been wearing a rain glove because my hands get quite sweaty. It has been quite hot and humid.
"But it's lived up to its expectations for me. I've loved the golf course, and the crowds has been fantastic, everything has been great," he said.
The finish ensures Lynn a place at next year's US Masters and he could barely contain his delight.
"The Masters, well, all the four Majors are the tournaments that as a kid you sit home and you watch. Seeing Augusta as many times as I have, it's like I know the place and I've never even been there.
"So to actually go and get to experience it is going to be amazing," he said.