07/28/2010 at 01:00 AM EDT
As a top DJ in Rhode Island, Paul 'DJ Pauly D' Delvecchio
is accustomed to spinning records until the wee hours. But he wasn't quite prepared for clubbing in Miami.
"We would eat dinner at 10 p.m. in Miami, then stay out all night," Delvecchio, 29, tells PEOPLE of filming season 2 of Jersey Shore
. "I have had an incredible time at clubs Dream, Klutch and Tantra. But I am used to closing down at 2 a.m. It was a new thing to stay out till 5 a.m."
Pauly D was also not expecting to find such beautiful and exotic women like the ones he encountered in South Beach. "I met a lot of women here and there are some who I will see again," he says. "It was an amazing experience. I didn't want to leave."
The Jersey Shore
cast recently returned to Seaside Heights, N.J., to begin filming season 3
of the MTV reality show, so fans can expect much more of gym, tan
, laundry – and hair gel – from Pauly D. "I like spikes, and I like spikey hair," he explains of his daily hair routine, which includes a blow-out. "I do it myself."
Between seasons of the show, the reality star still plays clubs in Rhode Island but he's now getting requests to spin all over the world and will soon head to Europe for a gig, which has been a lifelong dream.
"I was skeptical when I started filming Jersey Shore
because I didn't know what to expect," he tells PEOPLE. "But it has all been good. I am recognized everywhere I go."
Season 2 or Jersey Shore
premieres Thursday (10 p.m. EST) on MTV. --Linda Marx