The Brazilian has made a significant impact since joining the Catalans for 57 million euros ($78.1 million, £48.3 million) from Santos back in June, scoring three times as Barca have started the season unbeaten to lead Madrid by three points at the top of La Liga.
And the 21-year-old admits it is for this type of game that he swapped Brazil for Barcelona.
“A Clasico is the most important game for any player,” he told Barca TV.
“It is the game that every player wants to participate in and show their best football. This will be my first one and I want to make a great debut, preferably with a victory.”
Much has been made of some the rough treatment Neymar has received from opposing defenders, particularly as Barca dropped their first points of the season in a 0-0 draw with lowly Osasuna last week.
However, he doesn’t believe his teammates will need to give him advice on how to handle the pressures of a Clasico, nor will he feel the nerves any more than in a number of huge matches he has already experienced in his young career.
“For this game I don’t think anyone has to explain anything. The players, even those who have never played in it, understand the importance of a Barcelona and Real Madrid match.
“I think the anxiety is the same for all the games. I understand that the Clasico is given a lot of importance, but I think to have butterflies in your stomach is the same feeling one has before any game.”
Neymar will be partnered by World Player of the Year Lionel Messi in attack as Barcelona look to end a run of five Clasicos without a win.
The two stars’ opportunities to start together have been hampered by the Argentine’s injury problems in recent weeks.
However, Messi returned to the starting line up for Tuesday’s 1-1 draw with AC Milan and almost inevitably was on target to register his 12th goal of the season.