''It's a huge challenge for us, a new stage in Australian cricket as well. It should be a cracking series and it's nice to be part of it," he said.
The New Zealand XI for the pink ball game will be led by seamer Tim Southee, with McCullum, wicketkeeper BJ Watling, seamer Matt Henry and batsman Kane Williamson sitting the match out ahead of the two-day fixture against a Cricket Australia XI at the same venue on Saturday and Sunday.
Both teams attended a Prime Minister's function last night and Southee laid a wreath at the war memorial in Canberra.
McCullum insists New Zealand will stick to their aggressive policy which has produced some spectacular results in the last couple of years, and a few slipups along the way.
But he believes the positives outweigh the negatives.
''We've got to keep a positive mindset; that's what works for us. It's not always going to work but it gives us our greatest chance and it sits comfortably with us.
''It's more authentic to the personnel within the unit, and probably to us as people. Hopefully the gods will shine on us."
And McCullum ruled out any notion that the World Cup final last March - when Australia beat New Zealand at the Melbourne Cricket Ground - would form any sort of motivational tool.
''That was a great event, amazing to be part of and we were proud of what we achieved and how we gave ourselves a shot at the title," he said.
''But it's not motivation for us. Our motivation is to come over, be as good as we can and try and get the result we want."
The retirement of longtime wicketkeeper Brad Haddin remove one of Australia's more enthusiastic sledgers and McCullum is optimistic there won't be any verbal argy-bargy in the middle.
''We're not spending any energy worrying about that sort of stuff. I'm sure the series will be played in great spirit and I think the teams will get on well."
New Zealand team to play the Prime Minister's XI in Canberra tomorrow:
Tim Southee (c), Martin Guptill, Hamish Rutherford, Tom Latham, Ross Taylor, Mitchell Santner, Luke Ronchi, Jimmy Neesham, Mark Craig, Doug Bracewell, Trent Boult.