Lineker's successor on Match of the Day has not been announced, and he said he would "never tell publicly my preference" to be the new host.
"But whoever it is, I would say, be yourself... Just be yourself and and enjoy it. It's a wonderful programme to be part of.
"It was brilliant before I took over and it will be brilliant after I leave. So I would just say that, really - enjoy it, live it, and be yourself."
Lineker said he was now looking forward to getting to bed earlier on a Saturday night.
"I'll go out for dinner, and you know what? I might be in bed before midnight. I'll still watch Match of the Day, but I'll be in bed straight after it, rather than the three-hour journey home.
"So yeah, I look back and it's been an amazing experience, and I feel incredibly fortunate."