Jorge Sampaoli's side begin the tournament as one of the favourites to lift the Jules Rimet trophy, but first must overcome Croatia, Nigeria and Iceland during the group stages.
Argentina have been backed to come through as winners, but Messi says that he and his teammates will have to perform well in order to achieve top spot in Group D.
The 30-year-old told The Express: "Croatia is a good team with players in the big European leagues and that makes them dangerous.
"We don't know so much about Nigeria but the African teams are normally compact, tough and strong so it will be no walkover."
Argentina begin their campaign with a fixture against Iceland on Saturday.