Napoli boss Carlo Ancelotti rates the Premier League leaders as favourites to retain their continental crown and Klopp is determined to create more history this season at Anfield.
"We don't feel the burden of being champions," he said at his pre-match news conference. "It was long ago [that we won it].
"We haven't spoken about being holders. Until Saturday we were really focused on Newcastle and yesterday we had a session and today we had one. We spoke about the competition then.
"Will teams play differently against us? I have no clue. I've never won the Champions League before. I hope we are prepared for that.
"You cannot imagine how normal it is to carry on after the celebrations - if you have the right character. We want to create more stories in the future.
"If you start drinking and taking drugs, driving different cars and leaving your missus at home because you are a Champions League winner, then I can't help you."
Liverpool lost all three away games in last season's group phase, including a 1-0 loss to Napoli at Stadio San Paolo.
Klopp is expecting another difficult match in Tuesday's Group E opener in Naples, where the hosts have lost just one of their last seven Champions League matches.
"Last year we had a very difficult group stage and lost all the away games - we try to use that this year to do better," he said.
"Napoli had another really good season and have started the new one well.
"They have some really good new players but are mainly the same. We are similar - we didn't sign a lot. Napoli are stubborn in a very positive way. They are creative. I enjoy analysing them.
"Can I be sure that something like that won't happen again? No, but the boys haven't given me any signs to think it. Let's use our skills, stay in the game, fight for everything."
Liverpool are sweating on the fitness of left-back Andy Robertson for Tuesday's match and Divock Origi will definitely miss out.
"Robbo didn't train today and we have to see," Klopp told the club's official website.
"It is not a major thing, it was more precautionary today, but it is not 100 per cent sure [he will be available]. We will have to test it tomorrow and then we will see.
"Origi? We expect him [to be out for] between one and two weeks, but it depends a little bit on when he can deal with the pain."