The Gabon international became the north London club’s most-expensive signing on transfer deadline day last week.
Arsenal paid £56m to secure Aubameyang’s services from Bundesliga giants Borussia Dortmund.
The African forward was one of the Bundesliga’s most prolific goal-scorers during his four and a half seasons at the Westfalenstadion.
Aubameyang scored 141 goals in 213 appearances in all competitions to establish himself as a top striker.
However, the 28-year-old finished his time at Dortmund as a somewhat controversial figure given some problems with ill discipline.
Former Chelsea winger Nevin warned Arsenal that both the Gunners and Aubameyang will have to adapt to make the transfer work.
“Personality wise he is the most un-Arsenal type player I’ve ever come across,” Nevin told Irish radio station Newstalk.
“He is a strange unusual individual.
“I know he has been late for a few training sessions recently. That is a wee bit the way he is.
“I don’t think that’s the way Arsene Wenger and Arsenal have ever worked.
“He will have to adapt to Arsenal and Arsenal will have to adapt to him. I suspect he will have to adapt to Arsenal.”
Arsenal are in sixth place in the Premier League table but remain behind Liverpool FC, who occupy the final Champions League spot.
The Gunners signed Armenia international Henrikh Mkhitaryan in a swap deal that saw Alexis Sanchez move to Manchester United.
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