Terry was named skipper yesterday and said: "You hear little whispers and given the form Rio has been in and what Manchester United have achieved, I did think he would get it.
"It was a bit nerve-wracking and I was actually standing next to Rio when Fabio told us all after training.
"He is an unbelievable player and provides the sort of an example we can all learn from that."
England have the last chance to hone their skills before the opening qualifiers with Andorra and Croatia, the team that ended their Euro 2008 hopes, in Wednesday's friendly with the Czech Republic at Wembley.
And Terry and his players will be looking to carry out Capello's wishes to play with less anxiety and be able to show more confidence and expression of their skills.
Terry said: "I'll sit here and say 'we have to qualify for the World Cup' and nothing more. Simple as that.
"I've personally learned a few things from the last campaign and I'll not be talking about winning the World Cup or anything like that.
"I've learned from talking about 'I want to win the Euros' and things like that.
"Let's forget all that stuff. Let's concentrate on qualifying for the World Cup in two years time. It is in the hands of the players to do that.
"We've got the manager and the players to move forward but let's not focus on winning anything. We just need to qualify for this World Cup and have to concentrate on that."