Slovenian side Maribor are the visitors as the FA Cup winners go in search of a first victory in continental competition following their goalless draw against Zulte Waregem a fortnight ago.
Maribor have never beaten an English side but they have a lot more experience at this level than Wigan and lost out to Victoria Plzen in the final round of qualifying for the Champions League group stages.
The Slovenians lost 5-2 to Rubin Kazan in their first Europa League match and sacked manager Ante Cacic on Sunday, with Ante Simundza stepping in to take charge in time for Thursday's game.
Coyle said: "It's the first home tie. We've obviously had the experience of the first European tie for the club against Zulte Waregem in Belgium, where we acquitted ourselves very well.
"And what we want to do now is achieve maximum points tomorrow night, which would put us in a nice place in terms of the standings in the group.
"But to do that we're going to have to play very well because they're a very good side. They changed their coach at the weekend so that brings one or two things that they may change.
"For us, it's important we get to our standard and perform as we can. We've got good players and we're in the process of building a very good team.
"Nothing's altered our opinion that we're set for a very successful and exciting season, and tomorrow night provides that as well.
"Hopefully it will be a special atmosphere. Coming along for the first home European tie, it will be a special night for everybody."
Coyle has already expressed exasperation at the fixture pile-up after Wigan were forced to play three times in six days last month.
Birmingham discovered two years ago the complications of playing in the Championship and the Europa League, and Coyle spoke about the challenge to former Blues boss Chris Hughton in the summer.
But the Scot insists reaching the knockout stages, which Birmingham narrowly missed out on, is a priority alongside returning to the Premier League.
Coyle said: "Any competition you enter you want to be winning games. We as a group want to progress to the knockout stages, and to do that we've got to overcome some terrifically talented opponents.
"The amount of games we've had to play has been difficult, and especially given the fact we've had real injury concerns. But we know moving forward we're going to be in a very strong position.
"We're trying to build a squad that can cope with those demands. Going into the international break, we've got two home games, we want to win both of them and we'll do everything in our power to do that."
Wigan currently sit 15th in the Championship table and by the time they face Blackburn on Sunday they will have three games in hand on most of their rivals.
Coyle is not unduly worried, though, and he said: "Come the end of December we'll have caught up and we're certainly hoping by that time we'll have qualified for the knockout stages of the Europa League, because we want to do well in this competition and at the same time achieve the goal of trying to get back to the Premier League at the first time of asking."
Injuries have certainly not helped and Wigan will be without Ali Al Habsi, Gary Caldwell, Ivan Ramis, Stephen Crainey, Shaun Maloney, Grant Holt and Marc-Antoine Fortune.
Coyle is not planning to make wholesale changes to the side beaten by Watford at the weekend, the Scot saying: "It's now time we get a bit of continuity and consistency of selection.
"There will be one or two changes but we're set to play a very attack-minded team. We're at home, we want to be on the front foot and aggressive in our play and be exciting and entertaining."