Cucurella admits he struggled in his first season last term.
"When you come to a big club, for sure the pressure is there," he told the club's website. "When you go to a normal club, there is not this pressure. It's different. You need to win but the objectives are different. Here at Chelsea, every week, every game, you have to win. Otherwise the team and fans aren't happy. That is the big difference.
"We are creating good habits here, a good young team, and are starting to build something important. It's not enough so far because we want to win every game but I think the way we are playing now is good.
"We need to keep producing our best performance and manage the small details, mistakes. Once we do this, we can win more games and the pressure is eased."
On working with manager Mauricio Pochettino, Cucurella also said: "He is a good manager. We know we are a good team and one of the important things is to have the team healthy, because we run a lot and press a lot. Now it's about playing and getting confidence.
"The coaching staff like to be close with the players and speak with us, I think that is good for the team. We need to feel the confidence and I think he and his staff help a lot.
"We are in a good way and need to continue. There are a lot of games to finish the season and if we continue in this way, we can do good things this season."