The 27-year-old heads into the April 29 showdown looking to defend a perfect record, which stands at 18 professional fights and 18 victories via knockout.
Joshua believes that it is the right time to take on the toughest challenge of his career to date, with 90,000 expected to pack out Wembley Stadium for his IBF world heavyweight title defence against the two-time champion.
"When we've been training, we've always been training for fights like this. Even when I was fighting people who were not as talented or experienced as Klitschko, we were always training as if I was fighting better opponents," he told Sky Sports News.
"Now, I'm here, let's get it on. Everyone has to step up in their career and I am just doing mine now, whether it was against Klitschko or any of the other champions.
"It doesn't matter if there are 90,000 people, 9,000 people or 900 people, as long as I win that's the main thing and it is history-making. Three and a bit years as a pro and I am making history, so I am happy about that side of things."