The 35-year-old is playing in his fifth global tournament with Argentina, whose opening game against Saudi Arabia kicks off at 10am GMT on Tuesday.
The seven-time Ballon d’Or winner has never won the World Cup, coming closest when Argentina lost the 2014 final.
Messi said: “This is probably my last World Cup, my last chance to achieve this great dream that I have.”
The Paris St-Germain forward says he has not made any special physical preparations despite the tournament being played in the middle of the club season, and he feels fit and ready.
“I feel very good physically, I think I’m in a great moment, both personally and physically and I don’t have any problems,” added Messi, who did light training away from his team-mates on Saturday.
“I heard that they said I trained differently. It was because I had a knock but there is nothing strange [happening]. It was just a precaution.”
Having won countless trophies at club level with Barcelona and PSG, Messi only broke his international trophy duck last year as Argentina lifted the Copa America by beating Brazil in the final.
“It’s a beautiful thing that many people outside Argentina want us to be champions and that it’s largely because of me,” said Messi.
“I’m grateful for the love I’ve received around the world during my career, and here in Qatar it’s another example of that.
“I don’t know if we arrive better than at other World Cups, but we’ve just won [the Copa America] and that decompresses us a lot.
“It makes us work in a different way, without anxiety about the national team and its results, and enjoying ourselves.”
After facing Saudi Arabia, Argentina will also play Mexico and Poland in Group C.