Five uncapped players have been named in the 28-man pool by boss Gordon Strachan for the match on June 7.
Scotland's hopes of qualification for Brazil in 2014 are already over and this encounter will provide an opportunity to have a look at some new additions and the chance to experiment.
McGhee said: "I'm not concerned. I'm excited to see these young players. I hope they bring a freshness and they are certainly players we hope in the next couple of years will become an important part of the squad.
"The earlier we see them, the more we learn about them at training, within camp and, of course, in the games.
"It can only benefit us. We have no fears. It's definitely more of an exciting prospect than one to worry about. It is a game that is going to test everyone's character.
"I can tell, listening to you guys in the media, that there is a bit of a panic on that we are going to Croatia to get thrashed. I don't think we feel that.
"We are looking forward to going there and we have no fear of going there.
"Any team can lose any game. It happens. But we feel as though we have enough about us to go and make life difficult for Croatia.
"We will be looking for these young players to bring their energy and enthusiasm and ability to surprise Croatia with the unknown quantity that they bring."
- Sports & Recreation