Messi has enjoyed a trophy-laden career at Barca, however, the five-time Ballon d’Or winner is still searching for his first major senior title with Argentina.
The 30-year-old was involved as Argentina lost the 2014 World Cup final in Brazil, while Messi could not prevent back-to-back defeats in the 2015 and 2016 Copa America deciders.
“I have great faith in this group, we are working very well, we have players with a lot of capacity and experience,” he said.
“But we do not have to throw the message of ‘we are going to be the world champion because we are the best’, because the reality is that it is not like that.”
On Group D, Messi added: “Iceland are a team that showed in the last European Championship that they are difficult for anyone.
“Croatia have a midfield that plays very well, it is a style like Spain but one level below, and Nigeria always challenge us.”