Dragons boss Chris Coleman opted to switch the armband from Arsenal midfielder Ramsey to Swansea skipper Williams ahead of the current international break, in which Wales play a double-header of World Cup qualifiers against Scotland at home on Friday and Croatia away on Tuesday.
Asked if had believed the armband would come his way again, Williams said: "Probably not to be honest, because I thought Aaron was doing a good job. I was just concentrating on trying to play my best for Wales. So probably not, but I'm happy."
He added: "He (Coleman) asked me if I wanted to do it - he didn't tell me I had to. He called me and said he had spoken to Aaron. Obviously I was over the moon, and he just said we would have a chat when we got to camp."
Asked about Ramsey's reaction, Williams said: "I have spoken to Aaron and he said congratulations. We kind of laughed and that was it really - no big deal. We get on fine."
Wales head into the Scotland clash bottom of Group A having lost their first two fixtures, a 2-0 home reverse to Belgium and then a humiliating 6-1 defeat in Serbia.
Those results last month extended the Dragons' losing streak since Coleman was appointed as manager to five games, including the 1-0 defeat to Costa Rica in the Gary Speed memorial match.
Williams feels the contest at Cardiff City Stadium is "definitely a must-win match" and has stressed that the players want a victory for their manager, on whom the pressure has been increasing.
Referring to Coleman, Williams said: "After the results I think you are always going to get criticised like that, especially him - being the manager, it is obviously going to fall on his shoulders.
"But I think all the boys really like him and we have enjoyed working with him. We really want to win for him as well - I think that is true in this case."