Mancini returns to the Italian national team for a new chapter and believes his players must adapt quickly after having only two days to prepare for the opening fixture.
"The objective is to reach the final for the title. The group is strong and it won't be easy, but we'll try."
The Italy coach expects the atmosphere in Rome to provide another important element, although he knows the players must give supporters something to respond to.
"The feelings are always positive. The Olimpico has always welcomed us well, and then it will depend on us. We have to be good enough to bring them with us."
Mancini also highlighted the potential of young players entering the squad, stressing that they need support while they adapt to international football.
"We have to believe in them because they are young players with quality."
He pointed to Gianluigi Donnarumma and Nicolò Barella as examples of players who made mistakes early in their careers before developing into established internationals.
"When they are young, the level rises in matches and they can make mistakes at the beginning. Gigio was young when he made his debut for Milan and the national team, as was Barella. They have to be helped. Young players improve by making mistakes."
Mancini also discussed Niccolò Pisilli's development and said the midfielder could become an important player for Italy in the future.
"I didn't know him very well, but after the first match he made a good impression, so we wanted to see him. It wasn't easy, but we believe he can be very useful for the future."
The coach was equally interested in the international future of Italian-German youngster Niccolò Tresoldi, who had yet to make a definitive decision over his national allegiance.
"He told us that at the moment he can't decide because he has given his word to the Under-21 coach to play in the final stage of the European Championship in June."
Tresoldi has described himself as "50 per cent Italian and 50 per cent German", but Mancini joked that he hoped the balance would change.
"Hopefully from June it will be 51 per cent Italian and 49 per cent German."
Mancini also provided an update on Sandro Tonali, saying the midfielder had suffered a minor problem but should be fit.
"Tonali had a slight problem, he hasn't had any further problems and therefore should be fine."
The coach knows Belgium will present a significant challenge despite Italy's previous success against them.
"Belgium are a strong team and it won't be easy. They have a great coach and it won't be simple to bring home the victory."
For Mancini, however, returning to the national team remains an emotional experience.
"I've experienced a lot of emotions this week and I can't wait to hear the anthem."
He added: "I'm excited, that's for sure."
Italy's new Nations League campaign therefore begins with Mancini targeting the final, while also looking to build a squad capable of developing over the longer term.