Alonso entered the Drake Suite, which celebrates Chelsea’s league title-winning managers, and said it was a “privilege and honour” to lead a club with such a successful history.
He has been training a large squad, including Cole Palmer, Joao Pedro and Levi Colwill, at Cobham, with only eight Chelsea players away at the World Cup.
The 44-year-old explained his reasons for joining Chelsea after Enzo Maresca left in January, and his successor Liam Rosenior was sacked after less than four months in charge.
“The excitement is the club, the squad and the opportunity, through this ownership, to be at this great club, create a bond with the supporters, win games and be successful,” he said.
“I want to enjoy it, be part of this group and work together with the sporting directors, the players and the staff here.
“We need to make important decisions – the right decisions – but I think the foundations have already been built.
“We need to keep building a mentality to be competitive on the pitch, win games and enjoy doing it.”
Chelsea typically target Champions League qualification as a minimum requirement each season and, when asked whether he needed to secure European football, Alonso said: “For sure, that’s a goal. But to reach that goal you have to do many things right.
“I will be part of that process. How we play, how we see ourselves and how we approach each game is my job, and that is why I am looking forward to having the whole squad available.
“We have only just started and these have been happy early days so far, but for sure we want to be there [in Europe].
“Time will tell, but we are ambitious, and at Chelsea you need to share that energy and hunger to succeed.”