The Italian is worried that a number of his 10 new signings may have underestimated the passion for the game on Wearside.
Di Canio said: "It was well known about the atmosphere in the north-east of England but once I moved here I was surprised a bit because I couldn't imagine the passion of the people every day.
"It is something amazing. Everybody is talking about what reception they will have but in my opinion three or four players don't understand exactly. It is something magic and will come as a positive surprise.
"We don't have the history of Liverpool, Manchester United or Arsenal but in terms of potential we are a massive club. They (the players) are starting to realise the potential we have and what we can build for the future."
Di Canio says he hopes the Sunderland fans will not have to suffer like they did last year.
He said: "It's obvious that we've changed a lot and I hope straight away on Saturday you can see the main part of the puzzle, and the fans can understand what they can expect for the future.
"I'm sure we're going to deliver the performance and show we will have in the future a clear identity, even if we need to work to improve everything.
"The fans can always dream, but there is work to do behind the scenes and sometimes it takes longer to make sure everything goes in the right direction. I hope they can see in the future we are going to have very good results."