Entrainment, where oscillators synchronize to an external signal, is ubiquitous in nature. The transient time leading to entrainment plays a major role in many biological processes. Our goal is to unveil the specific dynamics that leads to fast entrainment. By studying a generic model, we characterize the transient time to entrainment and show how it is governed by two basic properties of an oscillator: the radial relaxation time and the phase velocity distribution around the limit cycle. Those two basic properties are inherent in every oscillator. This concept can be applied to many biological systems to predict the average transient time to entrainment or to infer properties of the underlying oscillator from the observed transients. We found that both a sinusoidal oscillator with fast radial relaxation and a spike-like oscillator with slow radial relaxation give rise to fast entrainment. As an example, we discuss the jet-lag experiments in the mammalian circadian pacemaker.