The British and Commonwealth champion believes that taking on a world title contender so early in his career sends out the right message to his rivals.
"The next few fights are really important. I think Tony Thompson is a perfect start. He is a jigsaw fighter, tricky and I'm going to have to figure him out," he told ESPN.
"It is going to ask questions of me and it is going to teach me a lot of things on Saturday night.
"If I'm going to be what people are expecting me to be, I'm going to have to back words up by producing a good performance and a good win."
Price went on to say that he will not be looking for a knockout victory against Thompson, but will be quick to take any opportunity to end the fight early.
"I won't go looking for the knockout - I never do - but it the opportunity presents itself to finish the fight early I'll try my best to take it."
Price takes on Thompson at Liverpool's Echo Arena on Saturday evening.