The South American star says becoming his nation's skipper has not affected his relationships with his team-mates, and jokes his son will be a Barcelona fan when he is born
La Albiceleste have won four and drawn two of their seven competitive fixtures since head coach Alejandro Sabella handed the Golden Shoe winner the armband.
They now sit top of their qualifying group, one point above Colombia and Ecuador, but have two crucial World Cup qualifiers ahead of them, against Uruguay on Friday and Chile on Tuesday.
"I lived through some sad times with the results [we were having]," Messi told Fox Sports Radio. "Now that we are winning everything gets easier."
"I always really enjoy coming to play with Argentina. We are growing as a team, and we are still becoming stronger as a group.
"Wearing the captain's armband has not changed me", he added. "I still do the same things with my team-mates."
The 25-year-old also spoke of his excitement at the prospect of being with his unborn son.
He added: "I am grateful to God for all he gave me. I cannot wait to be with my son," said the Barcelona forward.
When asked about who his child would support, Messi replied: "I guess my son will be a Barca fan...sure."