The Dutch have been to the World Cup final three times before, the last time in 2010, but lost on each occasion and come into this edition among the leading contenders again.
“We put a lot of pressure on ourselves,” Koeman told reporters on Saturday. “We want to go far in the tournament. We have a strong team and we know what we need to improve to have a real chance.
“But we need to take it one game at a time. We need to focus first on Japan, which will be a difficult game.”
Key striker Memphis Depay is fit and in contention to start on Sunday and Koeman says he has already selected his team.
"The last couple of days we have told the players how we will be starting, but I prefer not to share this with you,” the coach said.
“Memphis is fit and will be able to start the game (if selected). The past 10 days, from the start of our preparations, his fitness has improved.
“Things are looking good, he is an important player and has been for a very long time. He is a key part to our possible success in this tournament.”
Bart Verbruggen is also fit and Koeman named his preference in terms of the goalkeepers in his squad.
"Verbruggen is able to play, he trained yesterday and today with the group. The second goalkeeper is Mark Flekken and the third is Robin Roefs.”
Koeman admits the Netherlands will have to be at their best against a spirited Japan side.
“We have a good impression of the Japanese team, we carefully analyse all our opponents,” he said. “Their game is offensive. I don’t want to discuss individual players, but we know they are physically strong.
“We also know where our opportunities will lie. We are not afraid of our opponent, but we respect them.”