The 2012 Moto2 champion said maintaining a modest approach would be crucial to his debut race weekend, even though his scintillating pre-season form has garnered praise throughout the MotoGP paddock.
"Sure, it will be difficult [to win]," he told reporters at the Losail track.
"If your mentality is that [winning is essential] it will be dangerous.
"We don't discount anything because nothing is impossible, but the key is to try and be patient.
"It's a big day for me, and the expectation is quite big. I will try to go practice by practice, try all the things we need to, get the best set-up and then see how it is in the race."
Marquez admitted that he had surprised even himself by how quickly he was able to settle with grand prix machinery, but cautioned that he still needed more time before he could regularly challenge at the front.
The last man to graduate straight into a works team was Jorge Lorenzo, who duly captured pole in his first three grands prix, converting the third into a maiden victory at Estoril.
"From the beginning feel so good on the bike, which I was a little bit surprised by," Marquez said.
"It felt so good from the start, but I need more kilometres.
"I already know the circuit but I don't know the lines of MotoGP, sometimes I use Moto2 lines too much.
"I'll try my best and also try to enjoy it."