The Belgian coach was appointed as Steve Clarke's replacement back in August, after he stepped down following seven years in charge, which ended in Scotland's exit at the group stages of the 2026 FIFA World Cup.
Pocognoli starts with four Nations League matches across 11 days, with the trip to Slovenia followed by facing Switzerland at Hampden Park, a game in North Macedonia, then a return meeting with the Slovenians in Glasgow.
"If we talk about nerves, yes, but it's a positive nervousness," he told BBC Sport Scotland.
"We have a job with responsibility. It's excitement and I'm just passionate about being on the touchline."
Scotland are preparing for the games at a warm weather training camp in La Manga, Spain with a Pocognoli naming much-changed squad with Kieran Tierney, Scott McTominay and Kenny McLean all absent through injury.