The Gunners will take on the French giants at Stade Velodrome to open their group stage campaign on a run of nine straight away victories in all competitions.
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"We have an exceptional team - that’s the main thing," he told the club's official website. "We built up confidence from last season, especially the last 10 games when we didn’t lose anything.
"You could feel it from the first day that there is something special in this team, apart from the first game [against Aston Villa], no one dropped and the performance went well after that.
"We have shown so far that we are ready to keep our confidence and keep the run going. The most important thing is to keep that mental level high and to be prepared for tomorrow because it will be hard [against Marseille]."
But Mertesacker admits squad unity will be key if Arsenal are to maintain remain in top form despite the gruelling pace of the Champions League.
"We try to get everything out of one individual but as well as a team, so it is up to us to give ourselves the confidence, to give every player a good feeling and to be part of that special team."
"We have to compete every three or four days and that is what we want. It will be a long [road] for us to compete in the Champions League."