Egil Olsen's side sit one place above Albania in second and the game will largely influence the shape of a group that also includes leaders Switzerland, Iceland, Slovenia and Cyprus.
But Henriksen, who plays for AZ Alkmaar in the Eredivisie, hopes playing in front of their home fans at the Ullevaal Stadion in Oslo on Friday (kick-off 6pm GMT) will give them the advantage.
He told football.no: "It will be a tough match. Albania have better qualities than many may think and they are a team with great skill.
"But we are playing at home and we have to take three points in this match. We really want to win and get a good start to the year."
The 20-year-old pointed to the team's mix of youth and experience as a beneficial one, with captain Brede Hangeland being in particular a source of inspiration.
Henriksen said of the Fulham defender: "Brede is a mentor to us young players. He gets us to calm down and he's very good at communicating.
"The mix of players in the national team is good now. We have a young, aspiring group along with those who are a little older who can speak out and can teach us something. It is important for any team."
Henriksen admitted it would be a dream to play in the World Cup, saying: "Being able to play in the World Cup for this country is perhaps the biggest experience one can have as a footballer.
"Now it is in Brazil as well. It would be great if we could do it."
Slovenia entertain Iceland in Friday's other Group E game (kick-off 5pm GMT).
It will be Slovenia coach Srecko Katanec's first competitive game in charge after his predecessor Slavisa Stojanovic was sacked for only amassing three points in four matches.
Iceland will be looking to get their campaign back on track following a 2-0 loss to group leaders Switzerland last time out.
They go into the game in fourth position having lost two and won two of their qualifying games.