Alonso, 44, also shared his opinions on the ongoing World Cup and his memories from his own involvement in Spain's triumph in 2010.
The former Real Madrid manager fought shy of discussing specific targets for Chelsea in his first season in charge in west London but said European qualification was an aim.
"For sure that's a goal," he said. "But to reach that goal, you need to do many right things, and to be part of that process how do we want to play? How do we want to see ourselves? How do we want to approach a game wherever we go?
"That's my job. That's why I am really looking forward to having the whole squad. At the moment we have some bids, but early days so far.
"But for sure, we want to be there and time will tell. But we are ambitious and we in Chelsea need to share that energy, that ambition, as well as that hunger to want to have success."