Lallana, 26, has just six caps for the Three Lions, but is a vital cog in Roy Hodgson's midfield after starting in recent friendlies against Peru and Honduras.
The Southampton man said he could barely believe he was involved in a World Cup campaign in Brazil, having been plying his trade in League One just three years ago.
"I didn't really have expectations, I've never been involved in a World Cup, let alone in Brazil half way across the world," Lallana said.
"But it's unbelievable and I'm really enjoying it, taking each day as it comes and you're starting to feel the buzz grow, as day by day it gets closer to Thursday when it starts."
Lallana said he was ready to embrace the big stage, with their first assignment seeing them take on 2006 World Cup winners Italy at the Arena Amazonia in Manaus on Saturday.
"There's a few newer faces and quite a lot of the squad I don't think have experienced a World Cup before, and to be out in Brazil everyone has got that extra bit of enthusiasm, and everyone [is] just concentrating on the job in hand which is three points in the game on Saturday," he said.
"No shying away, it's a big game and that's why we play the game, we want to play in these big games."
Lallana did not reveal any selection secrets ahead of their Group D clash with Italy, but said finding the right balance between experience and youth would be Hodgson's biggest challenge.
"It is exciting, and it's important that we've got the right mixture as well," Lallana said.
"A couple of the experienced lads who have done it all before [will play] and their experience will be massive, [the pressure is] not just on the young lads but on the group as a whole."