The 45-year-old signed a three-year deal to become boss earlier this month after impressing as caretaker last season.
Whitney won eight of his 14 matches in temporary charge after succeeding Sean O’Driscoll in March, guiding the Saddlers to third and a place in the play-offs.
He admits the “incredible opportunity” to become manager again, this time on a full-time basis, was too good to turn down.
And although expectation may have risen after last year, Whitney insists he can handle the pressure that comes with the role.
“It’s not a burden, it’s a challenge - that’s why I’ve taken the job,” said Whitney, who has worked at Walsall for the past 13 years.
“This was an incredible opportunity for me as a person. It’s also an opportunity for the club and I think we can help each other.
“Of course there’s going to be expectancy but we put a lot of pressure on ourselves internally, and there’ll be external pressure as well.
“We need to have a bit of realism as well – we may have to build and bed in some players again but I’m excited.
“There are no nerves, no anxiety, just anticipation with a bit of excitement and also a desire to be the best I can be.”
Whitney admits we may be forced to rebuild our squad this summer due to several players being out of contract.
But the boss is confident that he and his coaching staff will be able to unearth suitable replacements if required – and his team will be competitive.
“Last year we only added three or four players in the summer as we had a settled nucleus of the squad,” he commented.
“It will be different this year. The amount of players out of contract means we won’t be able to keep every one of them.
“We need to be ready and be flexible. The main buzz word for us this pre-season is ‘adapt’. We know the ethos of the club and I’ve already started to make changes around the place.
“I’ve got a good eye for players, so have Dean Holden and Neil Cutler, and we understand the young, energetic targets with huge potential that we’re after.
“I want players to walk in here and know it’s going to be a special place. Team ethos, work ethic and being organised can stand for a lot in this league and that’s what we’ll push.”