The Spaniard officially began work as Blues head coach on Thursday after signing a four-year contract with the club.
Alonso arrives in west London with an impressive coaching pedigree, having managed at the highest level with Real Madrid and Bayer Leverkusen.
"For me, in football, there are principles that are unnegotiable," he said in an in-house interview.
"You need to be willing to pay the price to compete at the highest level. You can't hold back anything.
“ You need to give everything you have for the benefit of the team. The team is always the most important thing.”
During Alonso’s time in Germany, he guided Leverkusen to the first Bundesliga title in the club’s history, enhancing his reputation as one of Europe’s brightest young managers.
"We need to create that culture, which is a process - and the process is on a daily basis here in Cobham, training every day to prepare for when we have to perform in front of our fans,” he continued.
"I think there is a strong culture already built, there's an important core of the team and those players that they have established throughout the years need to help the young ones to feel that.
"That's with their professionalism, with their work ethic, with knowing the team is the most important thing. On a daily basis, we will be able to have that perception and create that culture.
"That culture we are able to build here will, 100 per cent, be transmitted onto Stamford Bridge."