The 26-year-old has hit the ground running with the Blues since his £32m move from Atletico Madrid in the summer as he has notched nine goals in the Premier League.
Costa told Champions League Magazine: "Top teams nowadays are pretty much on a level playing field and you need to be super careful about every tiny detail of the contest because any single one of them could make the difference.
"Chelsea is packed full of skilful players and if those of us up front become the first line of defence and help protect the rest of the team, then we are doing an important job.
"Since I was a kid I've always had a fierce hunger for victory inside me. I've always hated losing. Defeat can be useful for you if - and only if - you draw important lessons from it. My hunger to win is one of my fundamental assets. If one day I lose that desire then I'll not be useful anymore."