Last season's beaten finalists Liverpool face a tricky path to the knockout rounds with Napoli, Red Star Belgrade and the Ligue 1 champions comprising a difficult set of opponents.
Carlo Ancelotti, winner of three Champions League titles as a coach, could transform Napoli into a particularly dangerous prospect, although Liverpool and PSG are expected to compete for top spot in Group C.
Klopp praised Thomas Tuchel's French side and dismissed the notion of any easy points.
"I expected a difficult group, we have a difficult group and that's what the Champions League is all about," Klopp told his club's website.
"PSG are one of the most exciting teams in the world and I think their target is to win the Champions League, so that will be two interesting matches.
"Napoli, we beat them in pre-season but it goes without saying these two games will be completely a different challenge.
"I've been to Napoli with Dortmund, so I know what the atmosphere is like there. In fact, it's where I got a suspension [for being sent off]. I can do better, obviously!
"Red Star, I watched them last night. They came through and it will be, again, a very, very intense atmosphere I am sure."
PSG are now coached by fellow German Tuchel, Klopp's successor at former club Borussia Dortmund, and the Reds boss plans to keep a close eye on their progress over the coming months.
"I am looking forward to watching PSG a bit more often, which is a very interesting project for sure over in France with Thomas Tuchel," he said.
"Facing Neymar will be, for our Brazilian guys, like meeting a friend again and all that stuff.
"It's a big challenge, but for all the others it is a big challenge to face us."