Shai Gilgeous-Alexander Says OKC is 'Beautiful,' Getting Advice from CP3!

NBA guard Shai Gilgeous-Alexander is fitting right in at his new home ... telling TMZ Sports he loves Oklahoma ... and he's already linkin' up with his new teammate, Chris Paul!!!

Of course, 21-year-old SGA was shipped off to OKC in the blockbuster trade that paired Paul George with Kawhi Leonard in L.A. last month ... but the 2nd year pro seems excited for his fresh start, to say the least.

We asked how Oklahoma's been treating him so far, and he said "beautiful!!"

There have been rumblings that CP3 wouldn't ever play a minute for OKC after he was traded from Houston in exchange for Russell Westbrook .... but that hasn't stopped the superstar from taking SGA under his wing and shelling out some solid advice.