The 2009 odyssey will begin in the city of Rustenburg, at the Royal Bakofeng Sports Palace and at an altitude level of 3,786 feet.
Now mainly used as a soccer stadium, Saturday's match venue was originally built for South Africa's staging of the 1995 Rugby World Cup, during which it hosted pool matches between France, Scotland, Tonga and the Ivory Coast.
O'Connell, who has oozed a quiet confidence all week, spoke of how the process of knitting together a team to take on South Africa in the first Test on June 20 really begins against the Royal side.
He said: "It's about making sure we develop as a team as quickly as we can.
"It is really about ourselves at this stage of the tour. Sure, we want to perform, we want to play well and score tries, but it is all about making steps in the right direction and becoming a team."
Agreeing with his captain's sentinments, Lions head coach Ian McGeechan is eager to see how his first tour team performs.
"You look at any Lions team early on in a tour, it has that period where it is really starting to establish itself," he said.
"We are ready to play. We'll have rough edges and things to work on, we know that, but I think everyone is ready for the game and wanting to play.
"You want to be bringing the best out of each other. All these players have huge attributes, which is the reason why we selected them in the first place.
"What we are trying to do now is bring all those attributes to the fore in the combinations so it is an effective team performance that is drawing the best out of each player, and a little bit more."
O'Connell's Munster and Ireland team-mate Keith Earls is one of nine Lions debutants in Saturday's starting line-up, and is delighted that the Limerick youngster has been given an early chance to impress.
"It's going to be an incredible day for Keith. I've known him for a long time since he was a young fella," he said.
"He's done really well since he came over here and what I like about him is he is massively enthusiastic.
"For players like me, it is great to see the young guys with no fear, no worries.
"They just have to go out and play and enjoy themselves and, the more they do that, the better they will play."
McGeechan is expected to play every member of his squad during the opening three games of the tour, all of which are at altitude.
Brian O'Driscoll, who sustained a knock to his shoulder in Leinster's Heineken Cup final win, says he is aiming to play in Wednesday's match against the Golden Lions.
"Certainly you don't go into games 100% fit and you never come out of them 100% fit, so it's just a case of trying to manage it," he said.
"Hopefully with a bit of luck, a good bit of physio and some hard work, I'll be good for Wednesday kick-off."
Donncha O'Callaghan will also be itching to make his tour bow in midweek but the Corkman - between training sessions and squad meetings - has been to the forefront of the much-fabled player committees, according to defence coach Shaun Edwards.
"All across the squad committees have been formed, some with greater success than others. Donncha O'Callaghan, for example, appears involved in most things and particularly the administration of justice," Edwards told the Guardian newspaper.
"I won't explain it now, but don't be surprised if you see the odd Lion sprouting facial hair or perhaps glowing in the dark after being painted with fake tan.
"The whys and wherefores will have to wait for another day, but it is enough to know that some of these committees fast become integral to life in camp."
Did you know?: Four successive Lions tours between 1938 and 1959 were captained by Irishmen - Sam Walker, Dr Karl Mullen, Robin Thompson and Ronnie Dawson.